+71.4%
OTIS vs USFD
+930.9%
-859.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -0.8% | -3.3% | +2.6% | 0.0% |
| 30D | -4.7% | -5.3% | +0.6% | -3.6% |
| 3M | +1.2% | +18.8% | -17.6% | -2.6% |
| 6M | -20.5% | +14.3% | -34.8% | -23.0% |
| YTD | -18.4% | +36.9% | -55.3% | -24.2% |
| 1Y | -18.1% | +31.7% | -49.8% | -23.3% |
| 3Y | -10.6% | +164.5% | -175.0% | -28.3% |
| 5Y | -16.1% | +212.6% | -228.7% | -35.7% |
| All | +71.4% | +930.9% | -859.5% | +10.3% |
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