+36.3%
DIS vs USFD
+369.2%
-333.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.4% | +8.4% | -4.0% | +1.5% |
| 30D | +10.3% | +12.7% | -2.4% | +5.8% |
| 3M | +15.5% | +1.1% | +14.4% | +14.7% |
| 6M | +11.2% | +30.2% | -18.9% | +1.0% |
| YTD | +5.6% | +45.8% | -40.3% | -9.1% |
| 1Y | +7.7% | +51.9% | -44.2% | -8.7% |
| 3Y | +39.3% | +158.5% | -119.2% | -2.8% |
| 5Y | -29.5% | +208.0% | -237.6% | -54.5% |
| 10Y | +36.3% | +376.6% | -340.3% | -29.9% |
| All | +36.3% | +369.2% | -333.0% | -29.9% |
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