+95.3%
DOCU vs USFD
+204.6%
-109.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -5.5% | +3.0% | -8.5% | -6.2% |
| 30D | +12.6% | +11.1% | +1.6% | +10.0% |
| 3M | +36.4% | -0.3% | +36.7% | +36.1% |
| 6M | +66.8% | +15.9% | +50.9% | +60.4% |
| YTD | +13.5% | +41.6% | -28.2% | +2.8% |
| 1Y | +11.3% | +49.4% | -38.1% | -0.5% |
| 3Y | +92.1% | +157.8% | -65.8% | +52.3% |
| 5Y | -71.0% | +176.6% | -247.6% | -77.7% |
| All | +95.3% | +204.6% | -109.3% | +73.0% |
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