+82.4%
DLTR vs USFD
+369.2%
-286.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +5.0% | +8.4% | -3.3% | +3.0% |
| 30D | +18.7% | +12.7% | +6.0% | +15.3% |
| 3M | +8.9% | +1.1% | +7.7% | +8.7% |
| 6M | +49.4% | +30.2% | +19.3% | +39.7% |
| YTD | +14.5% | +45.8% | -31.4% | +3.7% |
| 1Y | +32.5% | +51.9% | -19.4% | +18.7% |
| 3Y | +23.4% | +158.5% | -135.0% | -3.3% |
| 5Y | +26.2% | +208.0% | -181.9% | -6.6% |
| 10Y | +82.4% | +376.6% | -294.2% | +3.2% |
| All | +82.4% | +369.2% | -286.8% | +3.2% |
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