+155.0%
DPZ vs USFD
+321.9%
-166.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -2.5% | -3.0% | +0.5% | -2.1% |
| 30D | -7.0% | +3.5% | -10.5% | -7.5% |
| 3M | +11.6% | +26.6% | -15.0% | +7.4% |
| 6M | -15.2% | +11.7% | -26.9% | -16.8% |
| YTD | -17.2% | +38.1% | -55.4% | -21.7% |
| 1Y | -24.8% | +33.4% | -58.2% | -28.6% |
| 3Y | -8.7% | +155.8% | -164.5% | -21.5% |
| 5Y | -28.9% | +214.0% | -242.9% | -41.1% |
| All | +155.0% | +321.9% | -166.9% | +87.9% |
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