+102.2%
USO vs USFD
+49.6%
+52.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.5% | -16.5% | -5.3% |
| 7D | -12.7% | +7.8% | -20.6% | -10.2% |
| 30D | +1.0% | +16.2% | -15.2% | +5.9% |
| 3M | +25.6% | +11.0% | +14.6% | +30.5% |
| 6M | -1.5% | +20.7% | -22.2% | +5.7% |
| YTD | +110.3% | +46.0% | +64.3% | +122.5% |
| 1Y | +102.2% | +49.8% | +52.4% | +113.8% |
| All | +102.2% | +49.6% | +52.5% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling