+45.0%
DLTR vs USFD
+306.5%
-261.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -3.2% |
| 7D | -10.2% | -7.0% | -3.2% | -8.6% |
| 30D | -8.5% | -10.3% | +1.8% | -5.9% |
| 3M | +5.6% | +9.2% | -3.6% | +3.1% |
| 6M | +2.2% | +7.4% | -5.2% | 0.0% |
| YTD | -3.8% | +29.4% | -33.1% | -10.3% |
| 1Y | +22.9% | +24.8% | -1.9% | +15.6% |
| 3Y | +2.0% | +150.0% | -148.0% | -19.5% |
| 5Y | +29.8% | +195.5% | -165.7% | -3.0% |
| 10Y | +45.0% | +315.7% | -270.7% | -18.3% |
| All | +45.0% | +306.5% | -261.5% | -18.3% |
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