+348.5%
ROK vs PAYC
+358.9%
-10.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.3% |
| 7D | -1.2% | -5.5% | +4.3% | +0.1% |
| 30D | -4.8% | +3.8% | -8.6% | -5.9% |
| 3M | -6.1% | +65.8% | -71.9% | -19.3% |
| 6M | +15.5% | +68.7% | -53.2% | -2.3% |
| YTD | +11.2% | +38.3% | -27.2% | -1.1% |
| 1Y | +23.8% | -2.4% | +26.2% | +21.2% |
| 3Y | +53.1% | -21.5% | +74.7% | +51.6% |
| 5Y | +48.3% | -52.7% | +101.0% | +64.4% |
| All | +348.5% | +358.9% | -10.3% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling