+416.8%
ORLY vs USFD
+375.5%
+41.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.9% | -0.2% | -1.8% | -1.9% |
| 30D | +4.5% | +12.3% | -7.8% | +1.7% |
| 3M | -2.2% | -0.7% | -1.5% | -2.2% |
| 6M | -0.9% | +31.3% | -32.2% | -7.0% |
| YTD | -0.7% | +45.7% | -46.4% | -9.3% |
| 1Y | -8.7% | +52.1% | -60.9% | -17.5% |
| 3Y | +37.7% | +158.2% | -120.5% | +9.8% |
| 5Y | +110.5% | +213.8% | -103.2% | +57.7% |
| 10Y | +416.8% | +367.0% | +49.8% | +219.5% |
| All | +416.8% | +375.5% | +41.3% | +219.5% |
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