+62.9%
ON vs USFD
+215.8%
-152.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.2% |
| 7D | +2.4% | -3.0% | +5.4% | +4.2% |
| 30D | -3.3% | +3.5% | -6.8% | -5.4% |
| 3M | -43.6% | +26.6% | -70.1% | -52.4% |
| 6M | +19.0% | +11.7% | +7.2% | +8.9% |
| YTD | +37.4% | +38.1% | -0.8% | +7.2% |
| 1Y | +54.8% | +33.4% | +21.4% | +22.7% |
| 3Y | -25.2% | +155.8% | -181.0% | -63.4% |
| All | +62.9% | +215.8% | -152.9% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling