+255.2%
OKE vs USFD
+310.2%
-55.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | 0.0% | -8.0% | +8.0% | +4.3% |
| 30D | +4.6% | -13.1% | +17.7% | +12.3% |
| 3M | +6.9% | +6.5% | +0.4% | +2.6% |
| 6M | +15.8% | +5.7% | +10.0% | +10.4% |
| YTD | +35.2% | +27.5% | +7.7% | +14.6% |
| 1Y | +37.6% | +23.4% | +14.1% | +18.1% |
| 3Y | +72.0% | +146.4% | -74.4% | -2.2% |
| 5Y | +139.0% | +196.8% | -57.8% | +14.8% |
| All | +255.2% | +310.2% | -55.0% | +20.8% |
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