+29.8%
ORCL vs USFD
+184.3%
-154.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.1% | -6.3% |
| 7D | -17.5% | +3.9% | -21.4% | -18.4% |
| 30D | -20.2% | +10.7% | -30.8% | -22.4% |
| 3M | -19.9% | +6.3% | -26.3% | -21.6% |
| 6M | -37.4% | +16.2% | -53.7% | -40.6% |
| YTD | -40.1% | +41.9% | -82.0% | -47.7% |
| 1Y | -53.4% | +44.2% | -97.6% | -59.7% |
| 3Y | +10.4% | +159.8% | -149.4% | -23.7% |
| 5Y | +29.8% | +177.1% | -147.3% | -16.0% |
| All | +29.8% | +184.3% | -154.5% | -16.0% |
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