+116.5%
ORLY vs FIS
-65.9%
+182.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.8% |
| 7D | -2.1% | -8.9% | +6.8% | -1.1% |
| 30D | -7.6% | -9.9% | +2.3% | -6.6% |
| 3M | -5.5% | 0.0% | -5.4% | -5.5% |
| 6M | -9.7% | -22.9% | +13.2% | -7.6% |
| YTD | -6.2% | -40.9% | +34.6% | -1.5% |
| 1Y | -18.6% | -40.4% | +21.8% | -14.6% |
| 3Y | +33.8% | -25.4% | +59.2% | +37.2% |
| 5Y | +116.5% | -64.8% | +181.4% | +145.3% |
| All | +116.5% | -65.9% | +182.4% | +145.3% |
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