-4.7%
ROL vs PAYC
-53.3%
+48.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -1.9% |
| 7D | -3.4% | -7.9% | +4.5% | -2.5% |
| 30D | -6.9% | +2.1% | -9.1% | -7.2% |
| 3M | -24.6% | +61.8% | -86.4% | -29.6% |
| 6M | -39.5% | +59.9% | -99.5% | -43.7% |
| YTD | -41.1% | +38.5% | -79.6% | -44.1% |
| 1Y | -37.9% | -1.4% | -36.6% | -38.1% |
| 3Y | +0.8% | -21.0% | +21.8% | +1.7% |
| 5Y | -4.7% | -52.9% | +48.2% | +2.9% |
| All | -4.7% | -53.3% | +48.6% | +2.9% |
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 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