+407.7%
ORLY vs USFD
+353.0%
+54.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -0.7% | +8.4% | -9.0% | -2.5% |
| 30D | +3.4% | +12.7% | -9.3% | +0.6% |
| 3M | -3.1% | +1.1% | -4.2% | -3.5% |
| 6M | -3.8% | +30.2% | -34.0% | -9.6% |
| YTD | -2.0% | +45.8% | -47.8% | -10.5% |
| 1Y | -8.9% | +51.9% | -60.8% | -17.6% |
| 3Y | +36.0% | +158.5% | -122.5% | +8.4% |
| 5Y | +106.9% | +208.0% | -101.1% | +55.7% |
| 10Y | +410.7% | +376.6% | +34.1% | +221.1% |
| All | +407.7% | +353.0% | +54.7% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling