-70.5%
DOCU vs USFD
+184.3%
-254.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.3% |
| 7D | -3.2% | +3.9% | -7.1% | -5.7% |
| 30D | +15.7% | +10.7% | +5.0% | +8.4% |
| 3M | +37.3% | +6.3% | +30.9% | +30.6% |
| 6M | +63.1% | +16.2% | +46.9% | +45.0% |
| YTD | +15.4% | +41.9% | -26.5% | -15.5% |
| 1Y | +11.3% | +44.2% | -32.9% | -19.9% |
| 3Y | +92.1% | +159.8% | -67.7% | -17.6% |
| 5Y | -70.5% | +177.1% | -247.6% | -89.4% |
| All | -70.5% | +184.3% | -254.7% | -89.4% |
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