+985.6%
DECK vs USFD
+353.3%
+632.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.5% | -2.5% | +2.6% |
| 7D | +10.4% | +7.8% | +2.5% | +7.0% |
| 30D | +11.1% | +16.2% | -5.1% | +4.6% |
| 3M | -10.8% | +11.0% | -21.8% | -14.7% |
| 6M | -8.7% | +20.7% | -29.5% | -15.9% |
| YTD | -14.0% | +46.0% | -60.0% | -27.4% |
| 1Y | +12.0% | +49.8% | -37.8% | -6.7% |
| 3Y | -10.5% | +167.3% | -177.7% | -40.6% |
| 5Y | +28.5% | +197.2% | -168.7% | -19.7% |
| 10Y | +923.3% | +389.9% | +533.4% | +334.2% |
| All | +985.6% | +353.3% | +632.3% | +386.4% |
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