+423.1%
ONTO vs USFD
+176.8%
+246.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.5% | -17.1% | -12.3% |
| 7D | -17.4% | +7.8% | -25.2% | -20.6% |
| 30D | -43.2% | +16.2% | -59.4% | -47.4% |
| 3M | -35.7% | +11.0% | -46.7% | -39.4% |
| 6M | -38.3% | +20.7% | -59.0% | -44.5% |
| YTD | +17.1% | +46.0% | -28.9% | -3.9% |
| 1Y | +43.1% | +49.8% | -6.6% | +16.1% |
| 3Y | +55.4% | +167.3% | -111.8% | -2.2% |
| 5Y | +111.2% | +197.2% | -86.0% | +25.8% |
| All | +423.1% | +176.8% | +246.3% | +226.2% |
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