+84.4%
USO vs USFD
+359.9%
-275.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.2% |
| 30D | -5.2% | +10.2% | -15.4% | -6.7% |
| 3M | +16.4% | -1.5% | +17.9% | +16.3% |
| 6M | +2.5% | +27.3% | -24.9% | -1.7% |
| YTD | +110.5% | +44.0% | +66.5% | +96.1% |
| 1Y | +108.4% | +50.4% | +58.1% | +92.6% |
| 3Y | +99.6% | +153.6% | -53.9% | +66.9% |
| 5Y | +160.1% | +219.0% | -58.9% | +103.7% |
| All | +84.4% | +359.9% | -275.6% | +42.1% |
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