+91.4%
USO vs USFD
+34.2%
+57.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.2% |
| 7D | +9.5% | -3.0% | +12.5% | +8.6% |
| 30D | +23.6% | +3.5% | +20.0% | +24.7% |
| 3M | +3.8% | +26.6% | -22.8% | +11.2% |
| 6M | +55.0% | +11.7% | +43.3% | +62.4% |
| YTD | +105.3% | +38.1% | +67.1% | +114.3% |
| 1Y | +91.4% | +33.4% | +58.0% | +94.9% |
| All | +91.4% | +34.2% | +57.1% | +94.9% |
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