+794.6%
PAYX vs DKS
+6,016.3%
-5,221.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -7.9% | -4.7% | -3.2% | -7.0% |
| 30D | -5.0% | -35.1% | +30.0% | +2.3% |
| 3M | +15.1% | -37.7% | +52.8% | +24.9% |
| 6M | +23.9% | -30.7% | +54.7% | +30.6% |
| YTD | +6.2% | -31.9% | +38.1% | +12.1% |
| 1Y | -9.6% | -40.0% | +30.4% | -2.4% |
| 3Y | +5.8% | +28.4% | -22.6% | -7.3% |
| 5Y | +22.0% | +12.4% | +9.5% | +5.2% |
| 10Y | +165.1% | +197.8% | -32.8% | +62.8% |
| All | +794.6% | +6,016.3% | -5,221.7% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling