+22.0%
PAYX vs ROIV
+310.6%
-288.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -7.9% | +19.0% | -26.9% | -8.6% |
| 30D | -5.0% | +16.1% | -21.2% | -5.7% |
| 3M | +15.1% | +44.1% | -29.0% | +13.1% |
| 6M | +23.9% | +37.8% | -13.9% | +21.9% |
| YTD | +6.2% | +88.7% | -82.5% | +2.6% |
| 1Y | -9.6% | +197.3% | -206.9% | -14.9% |
| 3Y | +5.8% | +224.9% | -219.1% | -1.5% |
| 5Y | +22.0% | +311.0% | -289.1% | +1.9% |
| All | +22.0% | +310.6% | -288.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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