+3,063.4%
DELL vs USFD
+352.6%
+2,710.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.4% |
| 7D | -11.8% | +3.9% | -15.7% | -13.2% |
| 30D | -40.8% | +12.8% | -53.7% | -43.5% |
| 3M | -23.6% | +1.0% | -24.5% | -24.5% |
| 6M | +33.4% | +30.3% | +3.1% | +19.9% |
| YTD | +178.0% | +46.0% | +132.0% | +136.8% |
| 1Y | +138.6% | +49.6% | +88.9% | +101.4% |
| 3Y | +400.9% | +166.3% | +234.6% | +244.3% |
| 5Y | +580.7% | +208.4% | +372.3% | +337.6% |
| 10Y | +2,655.3% | +371.2% | +2,284.0% | +1,376.5% |
| All | +3,063.4% | +352.6% | +2,710.8% | +1,582.0% |
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