+158.3%
USFD vs OUST
+537.2%
-378.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.5% |
| 7D | +3.9% | -5.0% | +9.0% | +4.0% |
| 30D | +10.7% | -32.0% | +42.7% | +11.9% |
| 3M | +6.3% | -32.4% | +38.7% | +7.4% |
| 6M | +16.2% | +6.7% | +9.5% | +14.1% |
| YTD | +41.9% | +41.0% | +0.8% | +37.2% |
| 1Y | +44.2% | +18.0% | +26.2% | +40.3% |
| All | +158.3% | +537.2% | -378.9% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling