-1.8%
DECK vs USFD
+156.9%
-158.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -2.2% | -3.0% | +0.8% | -0.9% |
| 30D | -13.6% | +3.5% | -17.1% | -15.2% |
| 3M | -21.2% | +26.6% | -47.8% | -30.0% |
| 6M | -21.1% | +11.7% | -32.8% | -25.7% |
| YTD | -17.2% | +38.1% | -55.4% | -31.7% |
| 1Y | -30.7% | +33.4% | -64.1% | -41.7% |
| All | -1.8% | +156.9% | -158.7% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling