+143.3%
DELL vs USFD
+49.6%
+93.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.5% | -17.3% | -6.5% |
| 7D | -24.6% | +7.8% | -32.4% | -22.8% |
| 30D | -32.5% | +16.2% | -48.7% | -30.0% |
| 3M | -20.2% | +11.0% | -31.2% | -18.0% |
| 6M | +76.5% | +20.7% | +55.8% | +82.9% |
| YTD | +198.9% | +46.0% | +153.0% | +189.2% |
| 1Y | +143.3% | +49.8% | +93.5% | +131.7% |
| All | +143.3% | +49.6% | +93.7% | +131.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling