+23.5%
DLTR vs USFD
+204.0%
-180.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.6% | +3.5% |
| 7D | -1.0% | +3.9% | -4.9% | -2.2% |
| 30D | +15.7% | +12.8% | +2.8% | +11.0% |
| 3M | +4.8% | +1.0% | +3.9% | +4.5% |
| 6M | +45.6% | +30.3% | +15.4% | +32.4% |
| YTD | +11.6% | +46.0% | -34.4% | -3.2% |
| 1Y | +29.8% | +49.6% | -19.8% | +11.4% |
| 3Y | +20.8% | +166.3% | -145.5% | -16.3% |
| 5Y | +23.5% | +208.4% | -184.9% | -20.0% |
| All | +23.5% | +204.0% | -180.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling