+29.7%
ON vs USFD
+46.1%
-16.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -11.7% | +3.0% | -14.6% | -11.5% |
| 30D | -23.3% | +11.1% | -34.3% | -23.1% |
| 3M | -19.2% | -0.3% | -18.9% | -19.1% |
| 6M | -40.1% | +15.9% | -56.0% | -40.5% |
| YTD | +16.9% | +41.6% | -24.7% | +16.1% |
| 1Y | +29.7% | +49.4% | -19.7% | +29.2% |
| All | +29.7% | +46.1% | -16.4% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling