-10.5%
ONON vs USFD
+149.2%
-159.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | +0.4% |
| 7D | -3.5% | -7.0% | +3.6% | -0.9% |
| 30D | -30.8% | -10.3% | -20.5% | -28.2% |
| 3M | -29.8% | +9.2% | -39.0% | -33.0% |
| 6M | -34.8% | +7.4% | -42.2% | -37.6% |
| YTD | -42.3% | +29.4% | -71.6% | -50.7% |
| 1Y | -39.5% | +24.8% | -64.4% | -47.4% |
| All | -10.5% | +149.2% | -159.7% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling