+61.7%
DLTR vs USFD
+352.6%
-290.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | +21.5% | +12.3% | +9.2% | +18.2% |
| 3M | +11.6% | -0.7% | +12.3% | +11.9% |
| 6M | +58.7% | +31.3% | +27.5% | +48.2% |
| YTD | +16.2% | +45.7% | -29.5% | +5.3% |
| 1Y | +34.8% | +52.1% | -17.3% | +20.8% |
| 3Y | +25.3% | +158.2% | -133.0% | -1.7% |
| 5Y | +25.8% | +213.8% | -187.9% | -7.1% |
| 10Y | +83.7% | +367.0% | -283.4% | +8.7% |
| All | +61.7% | +352.6% | -290.9% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling