+37,196.9%
PAYX vs DOC
+2,974.4%
+34,222.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.1% |
| 7D | -4.2% | -1.5% | -2.7% | -3.8% |
| 30D | +2.9% | -4.8% | +7.7% | +4.4% |
| 3M | +23.6% | +6.9% | +16.7% | +21.0% |
| 6M | +30.0% | +20.7% | +9.3% | +21.5% |
| YTD | +12.2% | +34.1% | -22.0% | +1.3% |
| 1Y | -7.5% | +22.6% | -30.1% | -14.3% |
| 3Y | +10.1% | +20.8% | -10.7% | +0.9% |
| 5Y | +25.1% | -24.9% | +50.0% | +32.3% |
| 10Y | +171.7% | -1.8% | +173.5% | +156.1% |
| All | +37,196.9% | +2,974.4% | +34,222.6% | +11,348.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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