+31.0%
DIS vs USFD
+359.1%
-328.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +0.9% | +1.3% | -0.4% | +0.4% |
| 30D | +8.9% | +10.6% | -1.7% | +5.1% |
| 3M | +14.5% | -2.4% | +17.0% | +15.1% |
| 6M | +12.2% | +28.9% | -16.7% | +2.2% |
| YTD | +4.7% | +43.7% | -39.0% | -9.3% |
| 1Y | +2.8% | +48.5% | -45.7% | -12.2% |
| 3Y | +38.1% | +154.7% | -116.6% | -3.1% |
| 5Y | -23.6% | +218.4% | -242.0% | -51.2% |
| All | +31.0% | +359.1% | -328.0% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling