+175.9%
XOM vs USFD
+329.0%
-153.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.8% | -3.0% | +4.8% | +2.6% |
| 30D | +5.9% | +3.5% | +2.3% | +4.7% |
| 3M | +5.6% | +26.6% | -21.0% | -1.7% |
| 6M | +7.9% | +11.7% | -3.8% | +3.8% |
| YTD | +35.2% | +38.1% | -3.0% | +21.4% |
| 1Y | +46.0% | +33.4% | +12.6% | +32.1% |
| 3Y | +55.0% | +155.8% | -100.8% | +13.3% |
| 5Y | +246.3% | +214.0% | +32.3% | +128.6% |
| 10Y | +181.0% | +320.4% | -139.4% | +60.3% |
| All | +175.9% | +329.0% | -153.2% | +56.2% |
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