+124.0%
DPZ vs USFD
+369.7%
-245.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +6.6% | +3.0% | +3.6% | +6.0% |
| 30D | +10.3% | +11.1% | -0.8% | +8.4% |
| 3M | -6.2% | -0.3% | -5.9% | -6.2% |
| 6M | +4.2% | +15.9% | -11.6% | +1.6% |
| YTD | -18.4% | +41.6% | -60.0% | -23.1% |
| 1Y | -14.9% | +49.4% | -64.3% | -20.6% |
| 3Y | -4.6% | +157.8% | -162.5% | -18.1% |
| 5Y | -27.4% | +176.6% | -204.0% | -39.0% |
| All | +124.0% | +369.7% | -245.7% | +63.4% |
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 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