+4,681.2%
DELL vs USFD
+328.3%
+4,352.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +14.9% | -3.0% | +17.9% | +15.9% |
| 30D | +13.3% | +3.5% | +9.7% | +11.5% |
| 3M | +24.4% | +26.6% | -2.2% | +13.7% |
| 6M | +258.0% | +11.7% | +246.3% | +240.6% |
| YTD | +320.2% | +38.1% | +282.1% | +267.0% |
| 1Y | +319.1% | +33.4% | +285.7% | +269.6% |
| 3Y | +706.5% | +155.8% | +550.7% | +464.3% |
| 5Y | +1,071.9% | +214.0% | +857.9% | +653.6% |
| 10Y | +4,683.5% | +320.4% | +4,363.1% | +2,482.6% |
| All | +4,681.2% | +328.3% | +4,352.9% | +2,506.3% |
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