+54.9%
OVV vs USFD
+375.5%
-320.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | -2.5% | +12.3% | -14.9% | -8.7% |
| 3M | +0.5% | -0.7% | +1.2% | -0.3% |
| 6M | +8.5% | +31.3% | -22.8% | -7.2% |
| YTD | +64.5% | +45.7% | +18.7% | +30.3% |
| 1Y | +64.7% | +52.1% | +12.5% | +27.0% |
| 3Y | +54.1% | +158.2% | -104.1% | -11.6% |
| 5Y | +95.4% | +213.8% | -118.3% | -2.9% |
| 10Y | +54.9% | +367.0% | -312.1% | -16.6% |
| All | +54.9% | +375.5% | -320.6% | -16.6% |
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