+17.3%
OXY vs USFD
+359.9%
-342.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +4.2% | +1.7% | +2.5% | +3.3% |
| 30D | -4.3% | +10.2% | -14.5% | -9.3% |
| 3M | +2.3% | -1.5% | +3.8% | +1.9% |
| 6M | +5.5% | +27.3% | -21.8% | -7.7% |
| YTD | +44.9% | +44.0% | +0.9% | +16.7% |
| 1Y | +42.6% | +50.4% | -7.8% | +12.1% |
| 3Y | +0.7% | +153.6% | -152.8% | -41.1% |
| 5Y | +96.9% | +219.0% | -122.1% | -3.3% |
| All | +17.3% | +359.9% | -342.6% | -46.6% |
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