-10.8%
DOW vs USFD
+201.6%
-212.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -2.4% | -3.0% | +0.6% | -1.3% |
| 30D | +0.4% | +3.5% | -3.2% | -1.0% |
| 3M | -14.4% | +26.6% | -41.0% | -22.0% |
| 6M | -7.0% | +11.7% | -18.7% | -11.7% |
| YTD | +30.2% | +38.1% | -7.9% | +13.2% |
| 1Y | +29.2% | +33.4% | -4.2% | +13.7% |
| 3Y | -36.7% | +155.8% | -192.5% | -56.7% |
| 5Y | -37.7% | +214.0% | -251.7% | -61.7% |
| All | -10.8% | +201.6% | -212.4% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling