+114.6%
ROST vs PAYX
+21.7%
+92.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +0.2% | -4.9% | +5.1% | +1.9% |
| 30D | -6.9% | -3.8% | -3.1% | -5.8% |
| 3M | -3.3% | +17.9% | -21.2% | -9.1% |
| 6M | +9.0% | +26.1% | -17.0% | -0.6% |
| YTD | +28.9% | +6.7% | +22.1% | +25.3% |
| 1Y | +54.0% | -10.7% | +64.7% | +61.5% |
| 3Y | +100.7% | +7.0% | +93.8% | +87.2% |
| All | +114.6% | +21.7% | +92.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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