+1,442.9%
PAYX vs RBA
+3,492.7%
-2,049.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.5% |
| 7D | -6.9% | -1.1% | -5.9% | -6.7% |
| 30D | -2.6% | -13.2% | +10.6% | +0.5% |
| 3M | +19.4% | -21.4% | +40.8% | +25.5% |
| 6M | +18.7% | -20.9% | +39.5% | +24.3% |
| YTD | +7.8% | -19.9% | +27.6% | +12.4% |
| 1Y | -9.9% | -28.7% | +18.8% | -3.6% |
| 3Y | +7.4% | +27.4% | -20.0% | -0.2% |
| 5Y | +21.8% | +41.7% | -19.9% | +8.6% |
| 10Y | +161.3% | +189.6% | -28.3% | +94.4% |
| All | +1,442.9% | +3,492.7% | -2,049.8% | +647.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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