+339.5%
USFD vs OUST
-68.5%
+408.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.3% |
| 7D | +3.9% | -5.0% | +9.0% | +4.2% |
| 30D | +10.7% | -32.0% | +42.7% | +12.9% |
| 3M | +6.3% | -32.4% | +38.7% | +8.3% |
| 6M | +16.2% | +6.7% | +9.5% | +12.8% |
| YTD | +41.9% | +41.0% | +0.8% | +34.1% |
| 1Y | +44.2% | +18.0% | +26.2% | +37.7% |
| 3Y | +159.8% | +560.6% | -400.8% | +100.2% |
| 5Y | +177.1% | -55.1% | +232.2% | +153.8% |
| All | +339.5% | -68.5% | +408.1% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling