+48.2%
OMC vs USFD
+359.1%
-310.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.7% |
| 30D | +10.6% | +10.6% | +0.1% | +7.1% |
| 3M | +2.6% | -2.4% | +5.0% | +3.3% |
| 6M | +16.6% | +28.9% | -12.3% | +7.2% |
| YTD | +10.9% | +43.7% | -32.8% | -2.9% |
| 1Y | +22.1% | +48.5% | -26.4% | +5.5% |
| 3Y | +27.5% | +154.7% | -127.2% | -8.2% |
| 5Y | +50.6% | +218.4% | -167.8% | -0.8% |
| All | +48.2% | +359.1% | -310.8% | -12.3% |
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