+49.6%
OVV vs USFD
+163.9%
-114.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -7.3% | +8.4% | -15.6% | -8.7% |
| 30D | -3.6% | +12.7% | -16.3% | -6.0% |
| 3M | -2.6% | +1.1% | -3.8% | -2.8% |
| 6M | +7.6% | +30.2% | -22.6% | +0.5% |
| YTD | +59.6% | +45.8% | +13.8% | +38.9% |
| 1Y | +62.2% | +51.9% | +10.3% | +38.1% |
| 3Y | +49.6% | +158.5% | -108.9% | +0.4% |
| All | +49.6% | +163.9% | -114.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling