+741.1%
DECK vs USFD
+321.9%
+419.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -2.2% | -3.0% | +0.8% | -1.1% |
| 30D | -13.6% | +3.5% | -17.1% | -15.0% |
| 3M | -21.2% | +26.6% | -47.8% | -28.7% |
| 6M | -21.1% | +11.7% | -32.8% | -25.0% |
| YTD | -17.2% | +38.1% | -55.4% | -28.5% |
| 1Y | -30.7% | +33.4% | -64.1% | -39.5% |
| 3Y | -3.4% | +155.8% | -159.2% | -34.9% |
| 5Y | +25.5% | +214.0% | -188.5% | -23.3% |
| All | +741.1% | +321.9% | +419.2% | +260.0% |
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