-3.9%
ONON vs USFD
+229.5%
-233.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -10.0% | +1.7% | -11.7% | -10.9% |
| 30D | -5.3% | +10.2% | -15.4% | -11.1% |
| 3M | +6.5% | -1.5% | +7.9% | +6.9% |
| 6M | -5.0% | +27.3% | -32.3% | -20.7% |
| YTD | -27.6% | +44.0% | -71.6% | -46.7% |
| 1Y | -20.7% | +50.4% | -71.0% | -43.8% |
| 3Y | +26.6% | +153.6% | -126.9% | -42.2% |
| 5Y | -9.6% | +219.0% | -228.6% | -65.9% |
| All | -3.9% | +229.5% | -233.4% | -64.1% |
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