+51.2%
OMC vs USFD
+339.9%
-288.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +6.3% | +3.0% | +3.3% | +5.3% |
| 30D | +15.4% | +11.1% | +4.3% | +11.5% |
| 3M | +5.8% | -0.3% | +6.0% | +5.7% |
| 6M | +14.7% | +15.9% | -1.2% | +9.0% |
| YTD | +10.3% | +41.6% | -31.3% | -2.9% |
| 1Y | +23.2% | +49.4% | -26.2% | +6.4% |
| 3Y | +24.6% | +157.8% | -133.2% | -10.4% |
| 5Y | +50.1% | +176.6% | -126.5% | +3.2% |
| 10Y | +54.3% | +375.4% | -321.1% | -10.2% |
| All | +51.2% | +339.9% | -288.7% | -11.4% |
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