+2,442.6%
PAYX vs RMBS
+1,376.2%
+1,066.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.0% |
| 7D | -7.5% | +3.5% | -10.9% | -7.8% |
| 30D | -5.3% | -8.6% | +3.3% | -4.5% |
| 3M | +15.6% | -40.3% | +55.9% | +21.0% |
| 6M | +19.5% | -1.0% | +20.4% | +16.0% |
| YTD | +5.8% | -4.6% | +10.4% | +2.5% |
| 1Y | -10.9% | +17.6% | -28.4% | -16.6% |
| 3Y | +5.4% | +58.6% | -53.2% | -8.3% |
| 5Y | +20.4% | +270.9% | -250.5% | -6.5% |
| 10Y | +164.1% | +569.1% | -405.0% | +88.9% |
| All | +2,442.6% | +1,376.2% | +1,066.4% | +889.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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