+89.6%
OTIS vs USFD
+997.5%
-907.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +16.1% | +12.3% | +3.8% | +13.2% |
| 3M | +6.7% | -0.7% | +7.4% | +6.8% |
| 6M | +6.0% | +31.3% | -25.3% | -0.4% |
| YTD | -9.8% | +45.7% | -55.5% | -17.4% |
| 1Y | -12.3% | +52.1% | -64.5% | -20.5% |
| 3Y | -0.2% | +158.2% | -158.5% | -19.7% |
| 5Y | +1.0% | +213.8% | -212.8% | -23.0% |
| All | +89.6% | +997.5% | -907.9% | +20.2% |
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