+0.8%
ROL vs PAYC
-22.2%
+23.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -2.1% |
| 7D | -3.4% | -7.9% | +4.5% | -2.9% |
| 30D | -6.9% | +2.1% | -9.1% | -7.1% |
| 3M | -24.6% | +61.8% | -86.4% | -27.8% |
| 6M | -39.5% | +59.9% | -99.5% | -42.2% |
| YTD | -41.1% | +38.5% | -79.6% | -42.8% |
| 1Y | -37.9% | -1.4% | -36.6% | -37.6% |
| 3Y | +0.8% | -21.0% | +21.8% | +1.9% |
| All | +0.8% | -22.2% | +23.0% | +1.9% |
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