+23.6%
PAYX vs ROK
+47.1%
-23.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.1% |
| 7D | -4.9% | -1.2% | -3.6% | -4.5% |
| 30D | -3.8% | -4.8% | +1.0% | -2.7% |
| 3M | +17.9% | -6.1% | +24.0% | +19.0% |
| 6M | +26.1% | +15.5% | +10.6% | +18.9% |
| YTD | +6.7% | +11.2% | -4.4% | +1.5% |
| 1Y | -10.7% | +23.8% | -34.6% | -18.3% |
| 3Y | +7.0% | +53.1% | -46.2% | -11.8% |
| All | +23.6% | +47.1% | -23.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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