-5.8%
OSCR vs USFD
+155.0%
-160.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.1% |
| 7D | +1.6% | -8.4% | +10.0% | +7.2% |
| 30D | +10.7% | -14.1% | +24.7% | +21.4% |
| 3M | +13.4% | +4.5% | +8.8% | +8.2% |
| 6M | +144.6% | +4.4% | +140.2% | +131.4% |
| YTD | +128.0% | +26.6% | +101.5% | +84.2% |
| 1Y | +68.7% | +19.4% | +49.3% | +43.0% |
| 3Y | +398.8% | +144.6% | +254.2% | +141.1% |
| 5Y | +87.3% | +194.5% | -107.3% | -20.3% |
| All | -5.8% | +155.0% | -160.8% | -58.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling