+8,837.6%
ORLY vs FIS
+346.5%
+8,491.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.4% |
| 7D | -2.3% | -3.5% | +1.1% | -1.3% |
| 30D | -8.2% | -7.8% | -0.3% | -5.9% |
| 3M | -3.5% | +0.8% | -4.4% | -4.2% |
| 6M | -9.2% | -21.9% | +12.7% | -2.6% |
| YTD | -5.8% | -39.5% | +33.7% | +9.2% |
| 1Y | -19.3% | -41.0% | +21.7% | -5.8% |
| 3Y | +34.4% | -23.6% | +58.0% | +40.1% |
| 5Y | +117.8% | -65.6% | +183.5% | +183.7% |
| 10Y | +356.9% | -40.2% | +397.1% | +375.7% |
| All | +8,837.6% | +346.5% | +8,491.0% | +4,346.0% |
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 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