-20.0%
ONON vs USFD
+216.1%
-236.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | -3.0% | -3.0% | 0.0% | -1.1% |
| 30D | -26.7% | +3.5% | -30.2% | -28.9% |
| 3M | -25.3% | +26.6% | -51.9% | -37.1% |
| 6M | -35.3% | +11.7% | -47.0% | -41.0% |
| YTD | -39.8% | +38.1% | -77.9% | -54.3% |
| 1Y | -39.2% | +33.4% | -72.6% | -52.9% |
| 3Y | -4.2% | +155.8% | -160.1% | -57.0% |
| All | -20.0% | +216.1% | -236.2% | -69.2% |
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 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