+18.5%
ONDS vs USFD
+193.3%
-174.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.1% | -0.7% |
| 7D | -4.2% | -7.0% | +2.8% | +0.5% |
| 30D | -21.7% | -10.3% | -11.4% | -16.0% |
| 3M | -24.5% | +9.2% | -33.6% | -30.5% |
| 6M | -25.0% | +7.4% | -32.4% | -31.6% |
| YTD | -25.3% | +29.4% | -54.7% | -42.7% |
| 1Y | +33.8% | +24.8% | +8.9% | +7.0% |
| 3Y | +699.3% | +150.0% | +549.3% | +290.0% |
| 5Y | -5.2% | +195.5% | -200.7% | -58.0% |
| All | +18.5% | +193.3% | -174.8% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling