+105.1%
OSCR vs USFD
+49.6%
+55.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.5% | +0.1% | +6.0% |
| 7D | +15.5% | +7.8% | +7.6% | +12.7% |
| 30D | +8.5% | +16.2% | -7.6% | +4.0% |
| 3M | +15.8% | +11.0% | +4.8% | +11.8% |
| 6M | +89.5% | +20.7% | +68.8% | +75.6% |
| YTD | +144.9% | +46.0% | +98.9% | +61.1% |
| 1Y | +105.1% | +49.8% | +55.3% | +28.2% |
| All | +105.1% | +49.6% | +55.5% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling