+184.5%
XOM vs USFD
+353.0%
-168.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -7.3% | +8.4% | -15.7% | -9.6% |
| 30D | -2.6% | +12.7% | -15.4% | -6.2% |
| 3M | +3.6% | +1.1% | +2.5% | +2.7% |
| 6M | +15.3% | +30.2% | -14.9% | +5.9% |
| YTD | +39.4% | +45.8% | -6.4% | +22.7% |
| 1Y | +43.2% | +51.9% | -8.8% | +24.2% |
| 3Y | +74.9% | +158.5% | -83.5% | +27.2% |
| 5Y | +201.3% | +208.0% | -6.8% | +100.2% |
| 10Y | +188.5% | +376.6% | -188.1% | +60.0% |
| All | +184.5% | +353.0% | -168.5% | +57.8% |
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