+55.2%
USO vs USFD
+339.9%
-284.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -12.1% | +3.0% | -15.0% | -12.6% |
| 30D | +3.1% | +11.1% | -7.9% | +1.3% |
| 3M | +24.9% | -0.3% | +25.1% | +24.5% |
| 6M | +10.8% | +15.9% | -5.1% | +7.7% |
| YTD | +114.6% | +41.6% | +73.0% | +100.4% |
| 1Y | +109.4% | +49.4% | +60.0% | +93.6% |
| 3Y | +98.1% | +157.8% | -59.7% | +65.0% |
| 5Y | +162.4% | +176.6% | -14.2% | +111.1% |
| 10Y | +85.9% | +375.4% | -289.5% | +27.3% |
| All | +55.2% | +339.9% | -284.6% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling