+20.8%
DLTR vs USFD
+167.5%
-146.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.6% | +3.4% |
| 7D | -1.0% | +3.9% | -4.9% | -2.4% |
| 30D | +15.7% | +12.8% | +2.8% | +10.9% |
| 3M | +4.8% | +1.0% | +3.9% | +4.3% |
| 6M | +45.6% | +30.3% | +15.4% | +32.6% |
| YTD | +11.6% | +46.0% | -34.4% | -3.4% |
| 1Y | +29.8% | +49.6% | -19.8% | +11.2% |
| 3Y | +20.8% | +166.3% | -145.5% | -17.7% |
| All | +20.8% | +167.5% | -146.7% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling