-30.0%
OPEN vs USFD
+159.2%
-189.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.2% | -21.6% | -21.7% |
| 7D | -22.2% | +3.0% | -25.2% | -23.3% |
| 30D | -38.3% | +11.1% | -49.4% | -41.8% |
| 3M | -59.4% | -0.3% | -59.1% | -59.2% |
| 6M | -74.4% | +15.9% | -90.2% | -77.0% |
| YTD | -76.0% | +41.6% | -117.6% | -83.0% |
| 1Y | -78.7% | +49.4% | -128.1% | -85.7% |
| 3Y | -30.0% | +157.8% | -187.8% | -69.6% |
| All | -30.0% | +159.2% | -189.2% | -69.6% |
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