+356.6%
OSCR vs USFD
+156.3%
+200.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +1.3% | +1.7% | -0.4% | +0.7% |
| 30D | -9.5% | +10.2% | -19.7% | -12.8% |
| 3M | +0.9% | -1.5% | +2.4% | +1.3% |
| 6M | +31.5% | +27.3% | +4.1% | +17.1% |
| YTD | +116.1% | +44.0% | +72.1% | +73.4% |
| 1Y | +122.6% | +50.4% | +72.2% | +74.4% |
| 3Y | +356.6% | +153.6% | +203.1% | +169.6% |
| All | +356.6% | +156.3% | +200.4% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling