+162.8%
USFD vs OUST
+554.0%
-391.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.4% |
| 7D | -3.0% | +5.2% | -8.2% | -3.2% |
| 30D | +3.5% | -19.3% | +22.8% | +4.2% |
| 3M | +26.6% | -22.6% | +49.2% | +26.6% |
| 6M | +11.7% | +62.8% | -51.1% | +7.6% |
| YTD | +38.1% | +68.3% | -30.2% | +32.5% |
| 1Y | +33.4% | +28.5% | +4.8% | +28.7% |
| All | +162.8% | +554.0% | -391.2% | +119.9% |
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