+142.6%
PAYX vs OTIS
+87.9%
+54.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.3% |
| 7D | -7.9% | -5.0% | -2.9% | -5.7% |
| 30D | -5.0% | -6.5% | +1.4% | -2.1% |
| 3M | +15.1% | -2.0% | +17.1% | +16.1% |
| 6M | +23.9% | -20.2% | +44.1% | +36.8% |
| YTD | +6.2% | -21.0% | +27.1% | +17.4% |
| 1Y | -9.6% | -20.9% | +11.2% | -0.3% |
| 3Y | +5.8% | -13.3% | +19.2% | +9.3% |
| 5Y | +22.0% | -18.5% | +40.5% | +27.0% |
| All | +142.6% | +87.9% | +54.7% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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