+23.9%
ONDS vs USFD
+213.2%
-189.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -3.5% | -3.0% | -0.5% | -1.8% |
| 30D | -14.1% | +3.5% | -17.6% | -16.4% |
| 3M | -36.3% | +26.6% | -62.9% | -47.5% |
| 6M | -27.5% | +11.7% | -39.2% | -35.3% |
| YTD | -21.9% | +38.1% | -60.1% | -42.6% |
| 1Y | +43.0% | +33.4% | +9.6% | +9.5% |
| 3Y | +697.1% | +155.8% | +541.3% | +283.7% |
| 5Y | -1.2% | +214.0% | -215.2% | -58.0% |
| All | +23.9% | +213.2% | -189.3% | -42.6% |
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 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