+422.7%
ROL vs PAYC
+1,266.0%
-843.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +3.4% | -9.5% | +12.9% | +5.0% |
| 30D | +20.8% | +2.5% | +18.3% | +20.2% |
| 3M | +3.7% | +11.7% | -7.9% | +1.8% |
| 6M | -27.7% | +74.6% | -102.3% | -34.6% |
| YTD | -34.9% | +50.4% | -85.3% | -40.1% |
| 1Y | -33.3% | +44.0% | -77.3% | -38.2% |
| 3Y | +4.3% | +42.5% | -38.1% | -4.9% |
| 5Y | +15.0% | -50.3% | +65.2% | +20.3% |
| 10Y | +214.7% | +521.2% | -306.5% | +122.5% |
| All | +422.7% | +1,266.0% | -843.3% | +245.7% |
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