+30.6%
ORCL vs USFD
+188.3%
-157.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | +3.0% | -14.1% | -12.0% |
| 30D | -18.8% | +11.1% | -29.9% | -21.2% |
| 3M | -18.8% | -0.3% | -18.5% | -19.0% |
| 6M | -39.7% | +15.9% | -55.6% | -42.8% |
| YTD | -39.6% | +41.6% | -81.3% | -47.3% |
| 1Y | -51.7% | +49.4% | -101.1% | -58.9% |
| 3Y | +10.2% | +157.8% | -147.6% | -23.9% |
| All | +30.6% | +188.3% | -157.7% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling