+565.7%
ON vs USFD
+339.9%
+225.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | -11.7% | +3.0% | -14.6% | -13.4% |
| 30D | -23.3% | +11.1% | -34.3% | -28.1% |
| 3M | -19.2% | -0.3% | -18.9% | -19.7% |
| 6M | -40.1% | +15.9% | -56.0% | -46.5% |
| YTD | +16.9% | +41.6% | -24.7% | -8.3% |
| 1Y | +29.7% | +49.4% | -19.7% | -1.8% |
| 3Y | -4.4% | +157.8% | -162.3% | -48.0% |
| 5Y | +7.1% | +176.6% | -169.6% | -44.8% |
| 10Y | +447.2% | +375.4% | +71.8% | +73.4% |
| All | +565.7% | +339.9% | +225.8% | +116.0% |
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