-48.1%
DOCS vs USFD
+46.0%
-94.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -4.5% |
| 7D | -1.3% | +3.9% | -5.3% | -1.1% |
| 30D | +19.4% | +10.7% | +8.7% | +21.0% |
| 3M | +53.4% | +6.3% | +47.1% | +55.4% |
| 6M | +28.8% | +16.2% | +12.5% | +34.1% |
| YTD | -25.1% | +41.9% | -66.9% | -20.2% |
| 1Y | -48.1% | +44.2% | -92.3% | -44.7% |
| All | -48.1% | +46.0% | -94.1% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling