-4.4%
ON vs USFD
+159.2%
-163.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -11.7% | +3.0% | -14.6% | -12.6% |
| 30D | -23.3% | +11.1% | -34.3% | -26.2% |
| 3M | -19.2% | -0.3% | -18.9% | -19.3% |
| 6M | -40.1% | +15.9% | -56.0% | -44.6% |
| YTD | +16.9% | +41.6% | -24.7% | -4.6% |
| 1Y | +29.7% | +49.4% | -19.7% | +1.8% |
| 3Y | -4.4% | +157.8% | -162.3% | -42.3% |
| All | -4.4% | +159.2% | -163.6% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling