+111.3%
OVV vs USFD
+329.0%
-217.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +0.3% | -3.0% | +3.3% | +1.7% |
| 30D | +11.7% | +3.5% | +8.2% | +9.6% |
| 3M | +9.8% | +26.6% | -16.8% | -3.1% |
| 6M | +26.6% | +11.7% | +14.9% | +17.8% |
| YTD | +67.0% | +38.1% | +28.9% | +37.4% |
| 1Y | +55.9% | +33.4% | +22.5% | +29.7% |
| 3Y | +45.5% | +155.8% | -110.3% | -15.6% |
| 5Y | +157.3% | +214.0% | -56.7% | +28.7% |
| 10Y | +65.0% | +320.4% | -255.4% | -18.2% |
| All | +111.3% | +329.0% | -217.8% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling