+2,513.8%
DELL vs USFD
+354.7%
+2,159.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | -22.6% | +3.0% | -25.5% | -23.6% |
| 30D | -43.2% | +11.1% | -54.2% | -45.5% |
| 3M | -24.8% | -0.3% | -24.5% | -25.4% |
| 6M | +38.0% | +15.9% | +22.1% | +28.9% |
| YTD | +163.7% | +41.6% | +122.1% | +126.6% |
| 1Y | +122.5% | +49.4% | +73.1% | +87.5% |
| 3Y | +377.0% | +157.8% | +219.1% | +230.5% |
| 5Y | +542.6% | +176.6% | +365.9% | +326.1% |
| All | +2,513.8% | +354.7% | +2,159.1% | +1,296.8% |
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