+1,292.8%
RTX vs FIS
+229.2%
+1,063.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.4% |
| 7D | -5.1% | -25.5% | +20.3% | +4.3% |
| 30D | +5.1% | -15.1% | +20.2% | +9.8% |
| 3M | -14.8% | -32.1% | +17.3% | -3.6% |
| 6M | +8.0% | -36.1% | +44.1% | +24.1% |
| YTD | +4.5% | -55.4% | +59.9% | +36.4% |
| 1Y | +9.8% | -53.9% | +63.7% | +41.4% |
| 3Y | +144.2% | -39.8% | +183.9% | +174.0% |
| 5Y | +131.4% | -71.1% | +202.5% | +228.7% |
| 10Y | +273.3% | -53.8% | +327.1% | +337.2% |
| All | +1,292.8% | +229.2% | +1,063.6% | +653.0% |
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