+0.7%
OXY vs USFD
+352.6%
-351.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -6.4% | +12.3% | -18.7% | -11.9% |
| 3M | -2.6% | -0.7% | -1.9% | -3.4% |
| 6M | +4.8% | +31.3% | -26.5% | -9.5% |
| YTD | +41.2% | +45.7% | -4.6% | +13.4% |
| 1Y | +39.5% | +52.1% | -12.6% | +9.3% |
| 3Y | -0.8% | +158.2% | -159.1% | -42.2% |
| 5Y | +91.6% | +213.8% | -122.2% | -4.2% |
| 10Y | +15.7% | +367.0% | -351.3% | -48.4% |
| All | +0.7% | +352.6% | -351.9% | -55.1% |
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