-86.9%
OPEN vs USFD
+461.5%
-548.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -1.2% |
| 7D | -21.7% | +3.9% | -25.6% | -23.2% |
| 30D | -36.5% | +12.8% | -49.3% | -40.8% |
| 3M | -59.5% | +1.0% | -60.5% | -59.6% |
| 6M | -71.9% | +30.3% | -102.1% | -76.6% |
| YTD | -75.8% | +46.0% | -121.8% | -82.0% |
| 1Y | -78.5% | +49.6% | -128.1% | -84.2% |
| 3Y | -30.2% | +166.3% | -196.5% | -64.4% |
| 5Y | -93.3% | +208.4% | -301.7% | -96.8% |
| All | -86.9% | +461.5% | -548.4% | -94.1% |
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