+737.7%
ORCL vs FIS
+229.2%
+508.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.6% |
| 7D | -11.2% | -25.5% | +14.3% | -2.6% |
| 30D | -18.8% | -15.1% | -3.8% | -15.7% |
| 3M | -18.8% | -32.1% | +13.3% | -8.5% |
| 6M | -39.7% | -36.1% | -3.7% | -31.2% |
| YTD | -39.6% | -55.4% | +15.8% | -21.0% |
| 1Y | -51.7% | -53.9% | +2.1% | -37.8% |
| 3Y | +10.2% | -39.8% | +50.0% | +23.7% |
| 5Y | +30.8% | -71.1% | +101.9% | +87.1% |
| 10Y | +252.1% | -53.8% | +305.9% | +298.3% |
| All | +737.7% | +229.2% | +508.5% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling