+144.1%
EOG vs USFD
+329.0%
-184.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +1.3% | -3.0% | +4.3% | +2.4% |
| 30D | +8.2% | +3.5% | +4.6% | +6.7% |
| 3M | +3.8% | +26.6% | -22.7% | -5.2% |
| 6M | +15.3% | +11.7% | +3.6% | +9.6% |
| YTD | +41.7% | +38.1% | +3.6% | +23.3% |
| 1Y | +23.6% | +33.4% | -9.8% | +8.4% |
| 3Y | +23.3% | +155.8% | -132.5% | -17.7% |
| 5Y | +170.4% | +214.0% | -43.6% | +58.9% |
| 10Y | +125.5% | +320.4% | -194.8% | +18.8% |
| All | +144.1% | +329.0% | -184.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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