-27.0%
RKT vs PAYX
+90.7%
-117.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -7.2% | -7.9% | +0.7% | -2.6% |
| 30D | -7.9% | -5.0% | -2.8% | -5.0% |
| 3M | +5.2% | +15.1% | -9.9% | -3.8% |
| 6M | -14.9% | +23.9% | -38.8% | -26.4% |
| YTD | -31.9% | +6.2% | -38.0% | -35.2% |
| 1Y | -36.9% | -9.6% | -27.3% | -32.9% |
| 3Y | +35.7% | +5.8% | +29.9% | +21.4% |
| 5Y | -9.7% | +22.0% | -31.6% | -24.6% |
| All | -27.0% | +90.7% | -117.7% | -64.8% |
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