+99.2%
DOCU vs USFD
+167.1%
-67.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.3% | -1.6% |
| 7D | -3.7% | +7.8% | -11.6% | -5.3% |
| 30D | +15.0% | +16.2% | -1.2% | +11.1% |
| 3M | +39.9% | +11.0% | +28.9% | +36.2% |
| 6M | +66.2% | +20.7% | +45.4% | +58.3% |
| YTD | +17.7% | +46.0% | -28.3% | -0.3% |
| 1Y | +13.7% | +49.8% | -36.1% | -5.3% |
| All | +99.2% | +167.1% | -67.9% | +56.7% |
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 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