+265.7%
DIA vs USFD
+329.0%
-63.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.2% | -3.0% | +2.8% | +0.6% |
| 30D | -1.5% | +3.5% | -5.1% | -2.5% |
| 3M | +3.8% | +26.6% | -22.8% | -2.6% |
| 6M | +10.3% | +11.7% | -1.4% | +6.7% |
| YTD | +12.1% | +38.1% | -26.0% | +2.1% |
| 1Y | +18.6% | +33.4% | -14.7% | +8.8% |
| 3Y | +60.6% | +155.8% | -95.2% | +23.8% |
| 5Y | +64.4% | +214.0% | -149.6% | +17.9% |
| 10Y | +250.1% | +320.4% | -70.3% | +124.1% |
| All | +265.7% | +329.0% | -63.3% | +133.3% |
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