-7.5%
PAYX vs ROP
-21.5%
+14.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -0.4% |
| 7D | -4.2% | -4.4% | +0.2% | -1.4% |
| 30D | +2.9% | +3.2% | -0.3% | +0.9% |
| 3M | +23.6% | +23.1% | +0.6% | +8.9% |
| 6M | +30.0% | +13.3% | +16.7% | +19.6% |
| YTD | +12.2% | -7.9% | +20.0% | +12.3% |
| 1Y | -7.5% | -22.1% | +14.6% | -0.5% |
| All | -7.5% | -21.5% | +14.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling