+388.0%
DELL vs USFD
+156.3%
+231.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.2% |
| 7D | +4.9% | +1.7% | +3.2% | +4.6% |
| 30D | -32.1% | +10.2% | -42.2% | -33.4% |
| 3M | -30.2% | -1.5% | -28.7% | -29.9% |
| 6M | +41.7% | +27.3% | +14.4% | +30.5% |
| YTD | +176.6% | +44.0% | +132.6% | +133.4% |
| 1Y | +159.9% | +50.4% | +109.6% | +113.7% |
| 3Y | +388.0% | +153.6% | +234.4% | +227.8% |
| All | +388.0% | +156.3% | +231.7% | +227.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling