+362.2%
USFD vs COO
+41.2%
+321.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | +3.0% | +4.7% | -1.8% | +0.7% |
| 30D | +11.1% | +13.9% | -2.8% | +3.9% |
| 3M | -0.3% | -14.9% | +14.7% | +7.5% |
| 6M | +15.9% | +2.0% | +13.9% | +12.5% |
| YTD | +41.6% | -23.9% | +65.5% | +60.1% |
| 1Y | +49.4% | -9.6% | +59.0% | +53.0% |
| 3Y | +157.8% | -25.4% | +183.3% | +173.1% |
| 5Y | +176.6% | -41.2% | +217.8% | +236.5% |
| All | +362.2% | +41.2% | +321.0% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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