+8.1%
ORCL vs USFD
+163.9%
-155.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +8.4% | -14.9% | -7.3% |
| 30D | -16.6% | +12.7% | -29.3% | -17.9% |
| 3M | -21.6% | +1.1% | -22.7% | -21.8% |
| 6M | -39.4% | +30.2% | -69.5% | -42.6% |
| YTD | -38.7% | +45.8% | -84.5% | -45.7% |
| 1Y | -50.4% | +51.9% | -102.3% | -57.0% |
| 3Y | +8.1% | +158.5% | -150.4% | -30.2% |
| All | +8.1% | +163.9% | -155.8% | -30.2% |
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 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