+4.3%
OTIS vs USFD
+188.3%
-184.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +4.2% | +3.0% | +1.3% | +3.3% |
| 30D | +20.1% | +11.1% | +9.1% | +16.4% |
| 3M | +7.6% | -0.3% | +7.9% | +7.5% |
| 6M | +4.2% | +15.9% | -11.7% | -0.8% |
| YTD | -8.1% | +41.6% | -49.7% | -18.1% |
| 1Y | -11.5% | +49.4% | -60.9% | -22.6% |
| 3Y | +3.8% | +157.8% | -154.0% | -25.1% |
| All | +4.3% | +188.3% | -184.0% | -29.8% |
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