+8.9%
DOCS vs USFD
+156.9%
-148.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.4% | -3.0% | +1.6% | -0.6% |
| 30D | +21.8% | +3.5% | +18.3% | +20.7% |
| 3M | +27.3% | +26.6% | +0.7% | +18.9% |
| 6M | -0.3% | +11.7% | -12.0% | -3.7% |
| YTD | -40.5% | +38.1% | -78.6% | -49.1% |
| 1Y | -61.5% | +33.4% | -94.9% | -66.5% |
| All | +8.9% | +156.9% | -148.0% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling