+341.5%
ONTO vs USFD
+169.1%
+172.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.8% | -12.8% | -14.4% |
| 7D | -29.7% | +3.9% | -33.6% | -31.3% |
| 30D | -50.3% | +10.7% | -61.0% | -52.9% |
| 3M | -43.5% | +6.3% | -49.8% | -45.5% |
| 6M | -48.9% | +16.2% | -65.1% | -53.1% |
| YTD | -1.2% | +41.9% | -43.0% | -17.7% |
| 1Y | +14.9% | +44.2% | -29.3% | -5.1% |
| 3Y | +31.2% | +159.8% | -128.6% | -16.3% |
| 5Y | +68.1% | +177.1% | -109.0% | +3.0% |
| All | +341.5% | +169.1% | +172.4% | +179.2% |
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