+41.2%
DLTR vs USFD
+217.8%
-176.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.5% | -3.0% | +5.5% | +3.5% |
| 30D | +2.1% | +3.5% | -1.5% | +0.8% |
| 3M | +20.3% | +26.6% | -6.3% | +10.7% |
| 6M | +11.5% | +11.7% | -0.2% | +6.8% |
| YTD | +6.8% | +38.1% | -31.3% | -5.3% |
| 1Y | +31.1% | +33.4% | -2.3% | +17.5% |
| 3Y | +10.7% | +155.8% | -145.1% | -21.6% |
| All | +41.2% | +217.8% | -176.6% | -9.5% |
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