+4,454.2%
RCL vs PAYX
+11,062.8%
-6,608.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -2.2% | -7.5% | +5.3% | +1.3% |
| 30D | -15.7% | -5.3% | -10.4% | -13.7% |
| 3M | -8.0% | +15.6% | -23.6% | -14.6% |
| 6M | -10.1% | +19.5% | -29.6% | -18.5% |
| YTD | -5.9% | +5.8% | -11.7% | -10.0% |
| 1Y | -23.5% | -10.9% | -12.6% | -20.7% |
| 3Y | +174.4% | +5.4% | +169.0% | +160.1% |
| 5Y | +227.1% | +20.4% | +206.8% | +196.7% |
| 10Y | +342.5% | +164.1% | +178.4% | +198.5% |
| All | +4,454.2% | +11,062.8% | -6,608.6% | +1,851.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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