+15.3%
DIS vs USFD
+329.0%
-313.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -2.6% | -3.0% | +0.4% | -1.6% |
| 30D | +3.5% | +3.5% | 0.0% | +2.2% |
| 3M | +6.8% | +26.6% | -19.7% | -1.7% |
| 6M | +3.0% | +11.7% | -8.7% | -1.4% |
| YTD | -6.7% | +38.1% | -44.9% | -17.8% |
| 1Y | -10.1% | +33.4% | -43.5% | -20.0% |
| 3Y | +33.0% | +155.8% | -122.8% | -6.5% |
| 5Y | -40.0% | +214.0% | -254.0% | -61.3% |
| 10Y | +21.1% | +320.4% | -299.3% | -34.2% |
| All | +15.3% | +329.0% | -313.7% | -37.9% |
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 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