-2.2%
OXY vs USFD
+165.3%
-167.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +1.6% | -3.0% | +4.6% | +1.9% |
| 30D | +11.6% | +3.5% | +8.0% | +11.1% |
| 3M | +2.8% | +26.6% | -23.8% | -0.2% |
| 6M | +13.0% | +11.7% | +1.3% | +11.5% |
| YTD | +47.4% | +38.1% | +9.3% | +38.0% |
| 1Y | +31.5% | +33.4% | -1.9% | +23.9% |
| All | -2.2% | +165.3% | -167.6% | -20.4% |
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