+2,662.4%
DELL vs USFD
+359.9%
+2,302.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.2% |
| 7D | +4.9% | +1.7% | +3.2% | +4.3% |
| 30D | -32.1% | +10.2% | -42.2% | -34.6% |
| 3M | -30.2% | -1.5% | -28.7% | -30.5% |
| 6M | +41.7% | +27.3% | +14.4% | +28.3% |
| YTD | +176.6% | +44.0% | +132.6% | +136.4% |
| 1Y | +159.9% | +50.4% | +109.6% | +118.6% |
| 3Y | +388.0% | +153.6% | +234.4% | +240.3% |
| 5Y | +578.2% | +219.0% | +359.2% | +330.3% |
| All | +2,662.4% | +359.9% | +2,302.5% | +1,366.6% |
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