+359.6%
USFD vs COO
+41.7%
+317.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -0.2% | -2.3% | +2.1% | +1.1% |
| 30D | +12.3% | +13.3% | -1.0% | +5.4% |
| 3M | -0.7% | -18.1% | +17.4% | +9.2% |
| 6M | +31.3% | +6.7% | +24.6% | +24.4% |
| YTD | +45.7% | -23.2% | +68.9% | +64.0% |
| 1Y | +52.1% | -12.3% | +64.4% | +58.5% |
| 3Y | +158.2% | -23.6% | +181.8% | +169.4% |
| 5Y | +213.8% | -38.7% | +252.5% | +272.5% |
| All | +359.6% | +41.7% | +317.9% | +273.3% |
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