-51.7%
ORCL vs FIS
-54.2%
+2.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.0% |
| 7D | -11.2% | -25.5% | +14.3% | -9.4% |
| 30D | -18.8% | -15.1% | -3.8% | -19.0% |
| 3M | -18.8% | -32.1% | +13.3% | -15.4% |
| 6M | -39.7% | -36.1% | -3.7% | -36.1% |
| YTD | -39.6% | -55.4% | +15.8% | -38.4% |
| 1Y | -51.7% | -53.9% | +2.1% | -49.2% |
| All | -51.7% | -54.2% | +2.4% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling