+30.3%
DIS vs USFD
+353.3%
-323.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.3% | +1.3% |
| 7D | +9.1% | +7.8% | +1.2% | +6.2% |
| 30D | +14.8% | +16.2% | -1.4% | +9.0% |
| 3M | +21.2% | +11.0% | +10.2% | +16.5% |
| 6M | +18.3% | +20.7% | -2.4% | +10.2% |
| YTD | +5.4% | +46.0% | -40.6% | -9.2% |
| 1Y | +8.3% | +49.8% | -41.5% | -7.8% |
| 3Y | +44.2% | +167.3% | -123.1% | -0.3% |
| 5Y | -28.0% | +197.2% | -225.1% | -52.9% |
| 10Y | +39.6% | +389.9% | -350.2% | -26.1% |
| All | +30.3% | +353.3% | -323.0% | -31.4% |
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