+91.4%
ORCL vs FIS
-62.1%
+153.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +5.3% | +1.1% | +4.2% | +5.0% |
| 30D | +10.0% | -2.2% | +12.2% | +10.4% |
| 3M | -32.6% | +2.1% | -34.7% | -33.2% |
| 6M | +4.9% | -14.7% | +19.6% | +7.8% |
| YTD | -17.8% | -35.7% | +18.0% | -10.8% |
| 1Y | -28.0% | -37.1% | +9.1% | -21.9% |
| 3Y | +36.0% | -20.0% | +56.0% | +38.5% |
| All | +91.4% | -62.1% | +153.6% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling