+277.8%
ORCL vs USFD
+375.5%
-97.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +3.8% | -0.2% | +3.9% | +3.8% |
| 30D | -6.6% | +12.3% | -18.9% | -8.6% |
| 3M | -11.4% | -0.7% | -10.7% | -11.5% |
| 6M | -33.3% | +31.3% | -64.6% | -37.0% |
| YTD | -33.3% | +45.7% | -79.0% | -38.6% |
| 1Y | -44.9% | +52.1% | -97.0% | -49.9% |
| 3Y | +17.6% | +158.2% | -140.6% | -3.3% |
| 5Y | +46.1% | +213.8% | -167.7% | +14.7% |
| 10Y | +277.8% | +367.0% | -89.3% | +191.8% |
| All | +277.8% | +375.5% | -97.8% | +191.8% |
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