+20.4%
PAYX vs OVV
+162.0%
-141.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -7.5% | -3.8% | -3.7% | -7.0% |
| 30D | -5.3% | +1.3% | -6.6% | -5.5% |
| 3M | +15.6% | +14.3% | +1.3% | +13.2% |
| 6M | +19.5% | +21.1% | -1.6% | +15.8% |
| YTD | +5.8% | +66.0% | -60.2% | -2.4% |
| 1Y | -10.9% | +59.3% | -70.2% | -17.4% |
| 3Y | +5.4% | +47.6% | -42.1% | -3.4% |
| 5Y | +20.4% | +162.0% | -141.6% | +6.8% |
| All | +20.4% | +162.0% | -141.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 5y: compounded portfolio wealth divided by compounded OVV 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…
5y analysis · Full analysis span regression · 6 months rolling