-37.4%
DOCS vs USFD
+181.1%
-218.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -2.9% |
| 7D | -1.3% | +3.9% | -5.3% | -3.2% |
| 30D | +19.4% | +10.7% | +8.7% | +13.6% |
| 3M | +53.4% | +6.3% | +47.1% | +48.2% |
| 6M | +28.8% | +16.2% | +12.5% | +18.2% |
| YTD | -25.1% | +41.9% | -66.9% | -40.8% |
| 1Y | -48.1% | +44.2% | -92.3% | -59.7% |
| 3Y | +51.4% | +159.8% | -108.4% | -20.5% |
| 5Y | -51.1% | +177.1% | -228.2% | -77.0% |
| All | -37.4% | +181.1% | -218.5% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling