+351.6%
ROK vs PAYC
+1,229.9%
-878.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.1% |
| 7D | +0.7% | -2.9% | +3.6% | +1.3% |
| 30D | -3.3% | +32.8% | -36.1% | -10.1% |
| 3M | -5.9% | +69.3% | -75.1% | -17.9% |
| 6M | +13.9% | +74.0% | -60.1% | -2.3% |
| YTD | +12.6% | +46.4% | -33.8% | +0.4% |
| 1Y | +28.6% | +4.2% | +24.4% | +24.2% |
| 3Y | +45.1% | -19.7% | +64.8% | +43.0% |
| 5Y | +45.6% | -52.0% | +97.6% | +57.5% |
| 10Y | +345.0% | +356.9% | -11.9% | +211.6% |
| All | +351.6% | +1,229.9% | -878.2% | +184.5% |
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