+3.3%
ON vs USFD
+163.9%
-160.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.1% | +8.4% | -12.5% | -6.6% |
| 30D | -10.2% | +12.7% | -23.0% | -14.0% |
| 3M | -12.7% | +1.1% | -13.9% | -13.2% |
| 6M | -32.5% | +30.2% | -62.7% | -40.7% |
| YTD | +28.6% | +45.8% | -17.3% | +4.2% |
| 1Y | +43.4% | +51.9% | -8.5% | +12.8% |
| 3Y | +3.3% | +158.5% | -155.2% | -33.9% |
| All | +3.3% | +163.9% | -160.6% | -33.9% |
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