+35,732.2%
PAYX vs ROL
+8,798.6%
+26,933.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -3.0% |
| 7D | -6.9% | -3.4% | -3.5% | -5.7% |
| 30D | -2.6% | -6.9% | +4.4% | 0.0% |
| 3M | +19.4% | -24.6% | +44.0% | +31.9% |
| 6M | +18.7% | -39.5% | +58.2% | +41.5% |
| YTD | +7.8% | -41.1% | +48.9% | +29.3% |
| 1Y | -9.9% | -37.9% | +28.1% | +5.9% |
| 3Y | +7.4% | +0.8% | +6.6% | +4.6% |
| 5Y | +21.8% | -4.7% | +26.5% | +19.1% |
| 10Y | +161.3% | +207.9% | -46.6% | +64.2% |
| All | +35,732.2% | +8,798.6% | +26,933.6% | +6,725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling