+427.5%
ORLY vs USFD
+359.9%
+67.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | +6.3% | +10.2% | -3.8% | +4.0% |
| 3M | -0.4% | -1.5% | +1.1% | -0.3% |
| 6M | +2.8% | +27.3% | -24.6% | -2.9% |
| YTD | +1.1% | +44.0% | -42.9% | -7.4% |
| 1Y | -6.3% | +50.4% | -56.6% | -15.1% |
| 3Y | +38.9% | +153.6% | -114.7% | +11.1% |
| 5Y | +113.1% | +219.0% | -105.9% | +59.0% |
| All | +427.5% | +359.9% | +67.6% | +226.8% |
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