+328.0%
USFD vs OUST
-62.4%
+390.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.5% |
| 7D | -3.0% | +5.2% | -8.2% | -3.3% |
| 30D | +3.5% | -19.3% | +22.8% | +4.7% |
| 3M | +26.6% | -22.6% | +49.2% | +26.7% |
| 6M | +11.7% | +62.8% | -51.1% | +5.5% |
| YTD | +38.1% | +68.3% | -30.2% | +29.7% |
| 1Y | +33.4% | +28.5% | +4.8% | +26.3% |
| 3Y | +155.8% | +554.0% | -398.2% | +98.6% |
| 5Y | +214.0% | -56.2% | +270.2% | +189.8% |
| All | +328.0% | -62.4% | +390.4% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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