+216.3%
USFD vs OUST
-56.2%
+272.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.4% |
| 7D | -3.0% | +5.2% | -8.2% | -3.3% |
| 30D | +3.5% | -19.3% | +22.8% | +4.6% |
| 3M | +26.6% | -22.6% | +49.2% | +26.7% |
| 6M | +11.7% | +62.8% | -51.1% | +5.7% |
| YTD | +38.1% | +68.3% | -30.2% | +29.9% |
| 1Y | +33.4% | +28.5% | +4.8% | +26.5% |
| 3Y | +155.8% | +554.0% | -398.2% | +99.0% |
| All | +216.3% | -56.2% | +272.5% | +195.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling