+23.6%
PAYX vs RRX
+17.8%
+5.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.1% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | -3.8% | -6.1% | +2.3% | -3.1% |
| 3M | +17.9% | -23.1% | +40.9% | +20.7% |
| 6M | +26.1% | -19.5% | +45.6% | +26.7% |
| YTD | +6.7% | +16.1% | -9.3% | -1.5% |
| 1Y | -10.7% | +12.9% | -23.7% | -17.6% |
| 3Y | +7.0% | +7.9% | -1.0% | -3.0% |
| All | +23.6% | +17.8% | +5.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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