-49.6%
ORCL vs FIS
-54.5%
+4.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.5% | +3.3% |
| 7D | +0.5% | -29.4% | +29.9% | +3.1% |
| 30D | -15.3% | -16.7% | +1.5% | -15.3% |
| 3M | -18.2% | -33.0% | +14.8% | -14.8% |
| 6M | -38.4% | -33.3% | -5.1% | -35.7% |
| YTD | -37.7% | -56.0% | +18.3% | -36.6% |
| All | -49.6% | -54.5% | +4.9% | -47.6% |
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