+33.4%
OMC vs USFD
+322.5%
-289.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.8% | -3.3% | -2.4% | -4.7% |
| 30D | -4.8% | -5.3% | +0.5% | -3.2% |
| 3M | +9.2% | +18.8% | -9.6% | +3.3% |
| 6M | -2.5% | +14.3% | -16.8% | -7.0% |
| YTD | +2.6% | +36.9% | -34.3% | -8.7% |
| 1Y | +5.9% | +31.7% | -25.8% | -4.6% |
| 3Y | +14.2% | +164.5% | -150.3% | -18.8% |
| 5Y | +33.2% | +212.6% | -179.3% | -11.9% |
| 10Y | +33.4% | +329.7% | -296.3% | -22.7% |
| All | +33.4% | +322.5% | -289.1% | -22.7% |
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