+23.6%
PAYX vs ROL
-5.1%
+28.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.9% | -3.2% | -1.7% | -3.8% |
| 30D | -3.8% | -4.9% | +1.1% | -2.1% |
| 3M | +17.9% | -25.8% | +43.7% | +30.4% |
| 6M | +26.1% | -37.6% | +63.6% | +47.9% |
| YTD | +6.7% | -41.5% | +48.2% | +27.8% |
| 1Y | -10.7% | -39.5% | +28.7% | +5.3% |
| 3Y | +7.0% | +0.1% | +6.8% | +4.3% |
| All | +23.6% | -5.1% | +28.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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