+385.3%
ROL vs PAYC
+1,229.9%
-844.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.0% |
| 7D | -1.4% | -2.9% | +1.4% | -1.0% |
| 30D | -4.1% | +32.8% | -36.8% | -8.9% |
| 3M | -22.5% | +69.3% | -91.8% | -29.4% |
| 6M | -37.7% | +74.0% | -111.6% | -43.8% |
| YTD | -39.6% | +46.4% | -86.0% | -44.1% |
| 1Y | -36.0% | +4.2% | -40.2% | -37.4% |
| 3Y | -5.1% | -19.7% | +14.6% | -6.2% |
| 5Y | -3.4% | -52.0% | +48.7% | +1.7% |
| 10Y | +215.2% | +356.9% | -141.6% | +129.8% |
| All | +385.3% | +1,229.9% | -844.5% | +222.7% |
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