+15.0%
ROL vs PAYC
-51.4%
+66.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +3.4% | -9.5% | +12.9% | +4.6% |
| 30D | +20.8% | +2.5% | +18.3% | +20.4% |
| 3M | +3.7% | +11.7% | -7.9% | +2.3% |
| 6M | -27.7% | +74.6% | -102.3% | -33.1% |
| YTD | -34.9% | +50.4% | -85.3% | -38.8% |
| 1Y | -33.3% | +44.0% | -77.3% | -36.8% |
| 3Y | +4.3% | +42.5% | -38.1% | -2.1% |
| 5Y | +15.0% | -50.3% | +65.2% | +30.8% |
| All | +15.0% | -51.4% | +66.4% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling