+61.0%
ROK vs PAYC
+50.2%
+10.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +7.1% | +4.9% | +2.2% | +6.3% |
| 30D | -5.0% | +4.1% | -9.1% | -5.4% |
| 3M | -9.4% | +11.5% | -20.8% | -10.8% |
| 6M | -11.0% | +85.3% | -96.3% | -21.1% |
| YTD | +4.4% | +57.3% | -52.8% | -3.4% |
| 1Y | +7.4% | +52.6% | -45.1% | +0.2% |
| 3Y | +61.0% | +48.3% | +12.7% | +54.4% |
| All | +61.0% | +50.2% | +10.8% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling