+632.0%
ON vs USFD
+353.0%
+279.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.1% | +8.4% | -12.5% | -8.4% |
| 30D | -10.2% | +12.7% | -23.0% | -16.4% |
| 3M | -12.7% | +1.1% | -13.9% | -13.9% |
| 6M | -32.5% | +30.2% | -62.7% | -43.5% |
| YTD | +28.6% | +45.8% | -17.3% | -0.7% |
| 1Y | +43.4% | +51.9% | -8.5% | +7.8% |
| 3Y | +3.3% | +158.5% | -155.2% | -43.8% |
| 5Y | +22.5% | +208.0% | -185.5% | -40.4% |
| 10Y | +535.7% | +376.6% | +159.1% | +99.0% |
| All | +632.0% | +353.0% | +279.0% | +133.9% |
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 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