+128.9%
DPZ vs USFD
+370.5%
-241.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | +9.5% | +3.9% | +5.6% | +8.8% |
| 30D | +12.8% | +10.7% | +2.1% | +10.9% |
| 3M | -6.2% | +6.3% | -12.6% | -7.2% |
| 6M | +4.3% | +16.2% | -12.0% | +1.6% |
| YTD | -16.6% | +41.9% | -58.5% | -21.5% |
| 1Y | -12.8% | +44.2% | -57.0% | -18.2% |
| 3Y | -0.8% | +159.8% | -160.6% | -15.0% |
| 5Y | -25.8% | +177.1% | -202.9% | -37.7% |
| All | +128.9% | +370.5% | -241.6% | +66.9% |
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