+2.0%
OXY vs USFD
+322.5%
-320.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -0.5% | -3.3% | +2.9% | +1.1% |
| 30D | +8.5% | -5.3% | +13.8% | +11.2% |
| 3M | +6.0% | +18.8% | -12.8% | -3.0% |
| 6M | +13.0% | +14.3% | -1.3% | +4.4% |
| YTD | +48.9% | +36.9% | +12.0% | +24.1% |
| 1Y | +36.4% | +31.7% | +4.7% | +15.2% |
| 3Y | -2.3% | +164.5% | -166.8% | -43.9% |
| 5Y | +160.6% | +212.6% | -52.0% | +29.7% |
| 10Y | +2.0% | +329.7% | -327.7% | -53.8% |
| All | +2.0% | +322.5% | -320.5% | -53.8% |
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 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