+28.5%
DECK vs USFD
+200.1%
-171.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.5% | -2.5% | +1.8% |
| 7D | +10.4% | +7.8% | +2.5% | +6.3% |
| 30D | +11.1% | +16.2% | -5.1% | +3.2% |
| 3M | -10.8% | +11.0% | -21.8% | -15.7% |
| 6M | -8.7% | +20.7% | -29.5% | -17.7% |
| YTD | -14.0% | +46.0% | -60.0% | -30.9% |
| 1Y | +12.0% | +49.8% | -37.8% | -11.7% |
| 3Y | -10.5% | +167.3% | -177.7% | -47.7% |
| 5Y | +28.5% | +197.2% | -168.7% | -30.9% |
| All | +28.5% | +200.1% | -171.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling