+346.9%
ORCL vs USFD
+321.9%
+25.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.1% |
| 7D | +5.3% | -3.0% | +8.3% | +5.8% |
| 30D | +10.0% | +3.5% | +6.4% | +9.2% |
| 3M | -32.6% | +26.6% | -59.2% | -35.7% |
| 6M | +4.9% | +11.7% | -6.8% | +2.1% |
| YTD | -17.8% | +38.1% | -55.9% | -23.6% |
| 1Y | -28.0% | +33.4% | -61.4% | -32.8% |
| 3Y | +36.0% | +155.8% | -119.8% | +12.0% |
| 5Y | +88.7% | +214.0% | -125.3% | +48.4% |
| All | +346.9% | +321.9% | +25.0% | +250.5% |
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