+242.9%
OKE vs USFD
+359.9%
-117.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | +1.7% | +3.7% | +4.4% |
| 30D | -1.3% | +10.2% | -11.5% | -6.9% |
| 3M | -2.0% | -1.5% | -0.6% | -2.2% |
| 6M | +3.4% | +27.3% | -23.9% | -10.7% |
| YTD | +28.2% | +44.0% | -15.8% | +1.2% |
| 1Y | +35.7% | +50.4% | -14.7% | +4.2% |
| 3Y | +61.0% | +153.6% | -92.6% | -9.8% |
| 5Y | +85.8% | +219.0% | -133.2% | -13.8% |
| All | +242.9% | +359.9% | -117.0% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling