+367.4%
USFD vs COO
+41.6%
+325.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +8.4% | +4.5% | +3.9% | +6.1% |
| 30D | +12.7% | +16.9% | -4.2% | +4.1% |
| 3M | +1.1% | -16.7% | +17.8% | +10.2% |
| 6M | +30.2% | +5.9% | +24.2% | +23.9% |
| YTD | +45.8% | -22.4% | +68.3% | +63.2% |
| 1Y | +51.9% | -10.1% | +62.0% | +56.2% |
| 3Y | +158.5% | -22.8% | +181.2% | +168.3% |
| 5Y | +208.0% | -41.4% | +249.5% | +277.4% |
| All | +367.4% | +41.6% | +325.8% | +299.0% |
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