+80.3%
DLTR vs USFD
+359.1%
-278.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.8% |
| 7D | +2.4% | +1.3% | +1.1% | +2.1% |
| 30D | +21.5% | +10.6% | +10.9% | +18.7% |
| 3M | +9.8% | -2.4% | +12.3% | +10.7% |
| 6M | +58.6% | +28.9% | +29.7% | +48.7% |
| YTD | +14.8% | +43.7% | -28.9% | +4.4% |
| 1Y | +33.0% | +48.5% | -15.4% | +19.9% |
| 3Y | +23.8% | +154.7% | -130.9% | -2.6% |
| 5Y | +24.9% | +218.4% | -193.5% | -8.1% |
| All | +80.3% | +359.1% | -278.7% | +3.4% |
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 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