+682.1%
ON vs USFD
+329.0%
+353.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.2% |
| 7D | +2.4% | -3.0% | +5.4% | +4.1% |
| 30D | -3.3% | +3.5% | -6.8% | -5.3% |
| 3M | -43.6% | +26.6% | -70.1% | -51.7% |
| 6M | +19.0% | +11.7% | +7.2% | +9.5% |
| YTD | +37.4% | +38.1% | -0.8% | +10.2% |
| 1Y | +54.8% | +33.4% | +21.4% | +25.8% |
| 3Y | -25.2% | +155.8% | -181.0% | -59.1% |
| 5Y | +62.7% | +214.0% | -151.3% | -21.5% |
| 10Y | +574.3% | +320.4% | +254.0% | +121.1% |
| All | +682.1% | +329.0% | +353.1% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling