+82.0%
USO vs USFD
+307.1%
-225.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | +9.1% | -8.4% | +17.5% | +10.5% |
| 30D | +21.7% | -14.1% | +35.7% | +24.3% |
| 3M | +20.2% | +4.5% | +15.7% | +19.1% |
| 6M | +43.4% | +4.4% | +39.0% | +41.6% |
| YTD | +124.0% | +26.6% | +97.4% | +113.2% |
| 1Y | +112.2% | +19.4% | +92.8% | +103.7% |
| 3Y | +97.7% | +144.6% | -46.9% | +66.0% |
| 5Y | +217.4% | +194.5% | +22.9% | +151.0% |
| All | +82.0% | +307.1% | -225.1% | +35.6% |
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