+556.1%
ON vs USFD
+375.5%
+180.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +3.3% | -0.2% | +3.5% | +3.7% |
| 30D | -3.1% | +12.3% | -15.5% | -9.7% |
| 3M | -9.2% | -0.7% | -8.5% | -9.6% |
| 6M | -31.4% | +31.3% | -62.6% | -42.9% |
| YTD | +36.0% | +45.7% | -9.8% | +4.9% |
| 1Y | +52.0% | +52.1% | -0.1% | +13.8% |
| 3Y | +9.3% | +158.2% | -149.0% | -40.9% |
| 5Y | +26.5% | +213.8% | -187.3% | -39.5% |
| 10Y | +556.1% | +367.0% | +189.1% | +81.4% |
| All | +556.1% | +375.5% | +180.6% | +81.4% |
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 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