-10.8%
OTIS vs USFD
+49.7%
-60.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.0% |
| 7D | +0.5% | +3.9% | -3.4% | -0.6% |
| 30D | +19.4% | +12.8% | +6.6% | +16.1% |
| 3M | +7.1% | +1.0% | +6.1% | +6.5% |
| 6M | +6.6% | +30.3% | -23.7% | +0.6% |
| YTD | -8.3% | +46.0% | -54.3% | -13.6% |
| All | -10.8% | +49.7% | -60.6% | -16.3% |
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 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