+516.0%
ON vs USFD
+368.6%
+147.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.1% | +7.4% |
| 7D | -1.4% | +3.9% | -5.3% | -3.8% |
| 30D | -10.9% | +12.8% | -23.7% | -17.1% |
| 3M | -14.9% | +1.0% | -15.8% | -16.0% |
| 6M | -33.0% | +30.3% | -63.3% | -44.0% |
| YTD | +27.6% | +46.0% | -18.3% | -1.7% |
| 1Y | +44.5% | +49.6% | -5.1% | +9.3% |
| 3Y | +7.4% | +166.3% | -158.9% | -43.0% |
| 5Y | +18.7% | +208.4% | -189.6% | -42.7% |
| 10Y | +516.0% | +371.2% | +144.7% | +66.8% |
| All | +516.0% | +368.6% | +147.3% | +66.8% |
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