-42.4%
RIG vs PAYX
+11,025.0%
-11,067.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | -3.1% | -4.9% | +1.8% | -1.6% |
| 30D | -0.5% | -3.8% | +3.3% | +0.5% |
| 3M | -6.0% | +17.9% | -23.8% | -11.3% |
| 6M | -10.1% | +26.1% | -36.2% | -17.3% |
| YTD | +37.3% | +6.7% | +30.5% | +32.5% |
| 1Y | +73.9% | -10.7% | +84.7% | +77.3% |
| 3Y | -30.2% | +7.0% | -37.1% | -33.0% |
| 5Y | +62.5% | +22.6% | +39.9% | +49.9% |
| 10Y | -42.3% | +166.5% | -208.8% | -55.5% |
| All | -42.4% | +11,025.0% | -11,067.4% | -71.2% |
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