+73.5%
USO vs USFD
+368.6%
-295.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.1% | -6.9% | -4.3% |
| 7D | -9.1% | +3.9% | -13.0% | -9.7% |
| 30D | -3.7% | +12.8% | -16.6% | -5.6% |
| 3M | +20.9% | +1.0% | +19.9% | +20.4% |
| 6M | +6.8% | +30.3% | -23.5% | +2.0% |
| YTD | +106.3% | +46.0% | +60.3% | +91.9% |
| 1Y | +100.2% | +49.6% | +50.6% | +85.3% |
| 3Y | +103.1% | +166.3% | -63.2% | +68.5% |
| 5Y | +146.1% | +208.4% | -62.3% | +94.3% |
| 10Y | +73.5% | +371.2% | -297.8% | +35.4% |
| All | +73.5% | +368.6% | -295.2% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling