+48.4%
DLTR vs USFD
+339.9%
-291.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.8% | -4.9% |
| 7D | -2.0% | +3.0% | -5.0% | -2.6% |
| 30D | +12.8% | +11.1% | +1.7% | +10.0% |
| 3M | +1.1% | -0.3% | +1.4% | +1.3% |
| 6M | +35.9% | +15.9% | +20.0% | +30.8% |
| YTD | +6.6% | +41.6% | -35.0% | -2.7% |
| 1Y | +28.6% | +49.4% | -20.8% | +15.8% |
| 3Y | +14.0% | +157.8% | -143.8% | -10.5% |
| 5Y | +19.2% | +176.6% | -157.4% | -9.6% |
| 10Y | +78.1% | +375.4% | -297.2% | +5.5% |
| All | +48.4% | +339.9% | -291.5% | -11.6% |
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