+31.1%
DLTR vs USFD
+34.2%
-3.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.5% | -3.0% | +5.5% | +3.4% |
| 30D | +2.1% | +3.5% | -1.5% | +1.0% |
| 3M | +20.3% | +26.6% | -6.3% | +11.5% |
| 6M | +11.5% | +11.7% | -0.2% | +7.5% |
| YTD | +6.8% | +38.1% | -31.3% | -6.3% |
| 1Y | +31.1% | +33.4% | -2.3% | +20.5% |
| All | +31.1% | +34.2% | -3.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling