+43.2%
OMC vs USFD
+329.0%
-285.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -6.4% | -3.0% | -3.4% | -5.5% |
| 30D | +1.1% | +3.5% | -2.4% | -0.1% |
| 3M | +10.4% | +26.6% | -16.2% | +2.4% |
| 6M | -1.7% | +11.7% | -13.4% | -5.5% |
| YTD | +4.4% | +38.1% | -33.7% | -7.2% |
| 1Y | +8.4% | +33.4% | -24.9% | -2.7% |
| 3Y | +14.4% | +155.8% | -141.4% | -17.6% |
| 5Y | +33.9% | +214.0% | -180.2% | -11.3% |
| 10Y | +34.9% | +320.4% | -285.5% | -20.3% |
| All | +43.2% | +329.0% | -285.9% | -15.4% |
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