-17.4%
RMBS vs PAYC
+46.2%
-63.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.0% | -8.0% | -5.4% |
| 7D | -8.9% | +2.0% | -11.0% | -8.3% |
| 30D | -24.8% | +18.8% | -43.6% | -20.9% |
| 3M | -17.6% | +53.2% | -70.8% | -6.6% |
| 6M | -25.7% | +103.7% | -129.3% | -6.3% |
| YTD | -9.8% | +69.5% | -79.3% | +12.3% |
| 1Y | -17.4% | +48.8% | -66.2% | +6.3% |
| All | -17.4% | +46.2% | -63.6% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling