-6.4%
OSCR vs USFD
+156.9%
-163.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.5% |
| 7D | +1.1% | -8.0% | +9.1% | +6.4% |
| 30D | +16.5% | -13.1% | +29.6% | +26.9% |
| 3M | +17.0% | +6.5% | +10.5% | +10.3% |
| 6M | +145.0% | +5.7% | +139.2% | +129.9% |
| YTD | +126.7% | +27.5% | +99.2% | +82.3% |
| 1Y | +67.2% | +23.4% | +43.8% | +38.5% |
| 3Y | +405.1% | +146.4% | +258.7% | +143.1% |
| 5Y | +86.2% | +196.8% | -110.6% | -21.1% |
| All | -6.4% | +156.9% | -163.3% | -59.2% |
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 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