-10.1%
OTIS vs USFD
+49.6%
-59.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.5% | -4.6% | +1.8% |
| 7D | +9.5% | +7.8% | +1.6% | +7.5% |
| 30D | +21.1% | +16.2% | +4.9% | +17.1% |
| 3M | +9.0% | +11.0% | -2.0% | +6.2% |
| 6M | +6.4% | +20.7% | -14.3% | +2.0% |
| YTD | -7.1% | +46.0% | -53.1% | -12.4% |
| 1Y | -10.1% | +49.8% | -59.9% | -15.4% |
| All | -10.1% | +49.6% | -59.7% | -15.4% |
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