-1.6%
ORLY vs FIS
-50.5%
+48.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -23.7% | +26.3% | +4.4% |
| 7D | +2.1% | -18.4% | +20.5% | +2.8% |
| 30D | +10.1% | -11.4% | +21.4% | +9.4% |
| 3M | +0.6% | -32.0% | +32.5% | +4.1% |
| 6M | -1.7% | -35.6% | +33.9% | +0.9% |
| YTD | +1.2% | -53.8% | +55.0% | +8.6% |
| 1Y | -1.6% | -51.1% | +49.5% | +3.5% |
| All | -1.6% | -50.5% | +48.9% | +3.5% |
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 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