+557.0%
PAYX vs RCAT
-100.0%
+657.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.8% |
| 7D | -7.5% | -2.3% | -5.2% | -7.5% |
| 30D | -5.3% | -18.7% | +13.4% | -5.3% |
| 3M | +15.6% | -29.3% | +44.9% | +15.7% |
| 6M | +19.5% | -42.3% | +61.8% | +19.5% |
| YTD | +5.8% | +2.5% | +3.3% | +5.7% |
| 1Y | -10.9% | -5.7% | -5.2% | -11.0% |
| 3Y | +5.4% | +764.9% | -759.5% | +4.5% |
| 5Y | +20.4% | +182.3% | -161.9% | +19.4% |
| 10Y | +164.1% | -98.5% | +262.6% | +152.8% |
| All | +557.0% | -100.0% | +657.0% | +445.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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