+2,954.5%
DELL vs USFD
+352.2%
+2,602.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.4% | -3.4% |
| 7D | -18.1% | +8.4% | -26.5% | -20.4% |
| 30D | -42.9% | +12.7% | -55.6% | -45.4% |
| 3M | -26.9% | +1.1% | -28.0% | -27.8% |
| 6M | +28.8% | +30.2% | -1.4% | +15.8% |
| YTD | +168.4% | +45.8% | +122.6% | +128.7% |
| 1Y | +136.8% | +51.9% | +84.9% | +98.8% |
| 3Y | +375.3% | +158.5% | +216.9% | +230.1% |
| 5Y | +551.0% | +208.0% | +343.0% | +318.6% |
| 10Y | +2,566.3% | +376.6% | +2,189.7% | +1,328.7% |
| All | +2,954.5% | +352.2% | +2,602.2% | +1,524.5% |
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