-0.9%
ONON vs USFD
+233.8%
-234.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.1% | -7.5% | -7.5% |
| 7D | -4.9% | +8.4% | -13.3% | -9.7% |
| 30D | -1.1% | +12.7% | -13.9% | -8.6% |
| 3M | -10.5% | +1.1% | -11.6% | -11.9% |
| 6M | -1.5% | +30.2% | -31.7% | -19.0% |
| YTD | -25.3% | +45.8% | -71.2% | -45.5% |
| 1Y | -0.7% | +51.9% | -52.7% | -30.1% |
| 3Y | +29.0% | +158.5% | -129.5% | -41.9% |
| 5Y | -6.7% | +208.0% | -214.7% | -64.6% |
| All | -0.9% | +233.8% | -234.6% | -63.2% |
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