-35.4%
DOW vs USFD
+156.9%
-192.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -2.4% | -3.0% | +0.6% | -1.5% |
| 30D | +0.4% | +3.5% | -3.2% | -0.8% |
| 3M | -14.4% | +26.6% | -41.0% | -21.2% |
| 6M | -7.0% | +11.7% | -18.7% | -10.9% |
| YTD | +30.2% | +38.1% | -7.9% | +12.0% |
| 1Y | +29.2% | +33.4% | -4.2% | +12.8% |
| All | -35.4% | +156.9% | -192.3% | -57.4% |
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 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