+186.9%
XOM vs USFD
+339.9%
-152.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -11.4% | +3.0% | -14.4% | -12.4% |
| 30D | +1.1% | +11.1% | -9.9% | -2.2% |
| 3M | +7.8% | -0.3% | +8.1% | +7.3% |
| 6M | +13.0% | +15.9% | -2.8% | +7.3% |
| YTD | +40.6% | +41.6% | -1.0% | +24.8% |
| 1Y | +49.1% | +49.4% | -0.3% | +29.9% |
| 3Y | +72.9% | +157.8% | -84.9% | +25.7% |
| 5Y | +204.0% | +176.6% | +27.3% | +108.9% |
| 10Y | +205.7% | +375.4% | -169.6% | +69.9% |
| All | +186.9% | +339.9% | -152.9% | +60.4% |
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