+361.0%
ORLY vs FIS
-39.8%
+400.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -7.9% | +5.5% | -0.3% |
| 30D | -6.8% | -8.0% | +1.2% | -4.8% |
| 3M | -4.8% | +0.6% | -5.4% | -5.2% |
| 6M | -9.1% | -22.2% | +13.1% | -3.6% |
| YTD | -5.9% | -40.8% | +34.9% | +7.1% |
| 1Y | -20.4% | -41.5% | +21.1% | -9.3% |
| 3Y | +36.6% | -25.5% | +62.1% | +41.6% |
| 5Y | +117.3% | -64.8% | +182.1% | +183.7% |
| All | +361.0% | -39.8% | +400.8% | +378.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling