+80.5%
OSCR vs USFD
+197.4%
-116.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -0.2% |
| 7D | +4.7% | -7.0% | +11.7% | +9.7% |
| 30D | +14.8% | -10.3% | +25.1% | +23.0% |
| 3M | +16.7% | +9.2% | +7.5% | +7.9% |
| 6M | +127.5% | +7.4% | +120.1% | +110.6% |
| YTD | +121.0% | +29.4% | +91.6% | +73.6% |
| 1Y | +58.4% | +24.8% | +33.6% | +28.7% |
| 3Y | +392.4% | +150.0% | +242.4% | +120.6% |
| 5Y | +80.5% | +195.5% | -115.0% | -28.5% |
| All | +80.5% | +197.4% | -116.9% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling