+45.4%
ORCL vs FIS
-72.9%
+118.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | +0.1% |
| 7D | +10.4% | -3.5% | +13.9% | +11.1% |
| 30D | -11.2% | -19.4% | +8.2% | -8.8% |
| 3M | -16.8% | -31.6% | +14.8% | -11.7% |
| 6M | -31.5% | -32.5% | +1.1% | -27.4% |
| YTD | -33.9% | -56.0% | +22.1% | -23.8% |
| 1Y | -43.3% | -55.5% | +12.3% | -34.8% |
| 3Y | +16.5% | -41.3% | +57.8% | +23.9% |
| 5Y | +45.4% | -72.3% | +117.6% | +83.0% |
| All | +45.4% | -72.9% | +118.3% | +83.0% |
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