+69.7%
PAYX vs DT
+98.4%
-28.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -7.5% | -0.5% | -6.9% | -7.3% |
| 30D | -5.3% | +0.1% | -5.4% | -5.3% |
| 3M | +15.6% | +24.1% | -8.5% | +9.4% |
| 6M | +19.5% | +30.1% | -10.6% | +11.2% |
| YTD | +5.8% | +16.8% | -11.0% | +0.7% |
| 1Y | -10.9% | -0.1% | -10.8% | -12.2% |
| 3Y | +5.4% | +6.8% | -1.4% | +0.2% |
| 5Y | +20.4% | -28.4% | +48.8% | +19.8% |
| All | +69.7% | +98.4% | -28.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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