-52.3%
DOCS vs USFD
+200.1%
-252.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.5% | -2.1% | +2.1% |
| 7D | +1.2% | +7.8% | -6.6% | -2.7% |
| 30D | +21.3% | +16.2% | +5.1% | +12.4% |
| 3M | +58.4% | +11.0% | +47.4% | +49.5% |
| 6M | +39.3% | +20.7% | +18.6% | +24.9% |
| YTD | -21.7% | +46.0% | -67.7% | -39.8% |
| 1Y | -47.3% | +49.8% | -97.1% | -60.4% |
| 3Y | +58.2% | +167.3% | -109.1% | -21.5% |
| 5Y | -52.3% | +197.2% | -249.5% | -79.9% |
| All | -52.3% | +200.1% | -252.4% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling