-24.1%
RKT vs PAYC
-13.8%
-10.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -9.0% | +4.9% | -13.8% | -10.4% |
| 30D | +30.2% | +4.1% | +26.1% | +28.4% |
| 3M | -8.8% | +11.5% | -20.3% | -12.1% |
| 6M | -0.9% | +85.3% | -86.2% | -21.0% |
| YTD | -29.2% | +57.3% | -86.5% | -41.1% |
| 1Y | -20.1% | +52.6% | -72.6% | -32.7% |
| 3Y | +81.3% | +48.3% | +33.1% | +47.4% |
| 5Y | -6.6% | -47.8% | +41.2% | +6.7% |
| All | -24.1% | -13.8% | -10.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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