+96.0%
ROST vs PAYC
-22.8%
+118.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | -2.2% | -8.7% | +6.5% | -1.6% |
| 30D | -11.4% | +1.2% | -12.6% | -11.6% |
| 3M | -1.6% | +58.6% | -60.2% | -5.6% |
| 6M | +6.8% | +56.6% | -49.8% | +2.4% |
| YTD | +25.8% | +36.2% | -10.4% | +22.3% |
| 1Y | +52.4% | -2.2% | +54.6% | +53.5% |
| All | +96.0% | -22.8% | +118.8% | +103.1% |
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