+28.4%
DIS vs USFD
+340.6%
-312.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.5% |
| 7D | +5.7% | +3.9% | +1.8% | +4.2% |
| 30D | +12.7% | +10.7% | +2.0% | +8.7% |
| 3M | +15.2% | +6.3% | +8.9% | +12.4% |
| 6M | +17.6% | +16.2% | +1.3% | +10.9% |
| YTD | +3.8% | +41.9% | -38.0% | -9.6% |
| 1Y | +6.8% | +44.2% | -37.4% | -7.8% |
| 3Y | +42.1% | +159.8% | -117.7% | -0.8% |
| 5Y | -31.2% | +177.1% | -208.3% | -53.9% |
| 10Y | +37.6% | +376.2% | -338.5% | -26.5% |
| All | +28.4% | +340.6% | -312.2% | -31.7% |
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