+62.8%
DOCS vs USFD
+167.1%
-104.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.5% | -2.1% | +4.0% |
| 7D | +1.2% | +7.8% | -6.6% | -0.9% |
| 30D | +21.3% | +16.2% | +5.1% | +16.5% |
| 3M | +58.4% | +11.0% | +47.4% | +53.9% |
| 6M | +39.3% | +20.7% | +18.6% | +32.0% |
| YTD | -21.7% | +46.0% | -67.7% | -34.2% |
| 1Y | -47.3% | +49.8% | -97.1% | -56.6% |
| All | +62.8% | +167.1% | -104.4% | -15.9% |
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