-2.8%
DPZ vs USFD
+167.1%
-169.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.5% | -3.0% | +2.8% |
| 7D | +10.1% | +7.8% | +2.2% | +7.5% |
| 30D | +14.6% | +16.2% | -1.6% | +9.5% |
| 3M | -6.8% | +11.0% | -17.8% | -9.9% |
| 6M | +4.4% | +20.7% | -16.3% | -1.7% |
| YTD | -16.8% | +46.0% | -62.8% | -26.9% |
| 1Y | -14.5% | +49.8% | -64.2% | -25.6% |
| All | -2.8% | +167.1% | -169.9% | -35.2% |
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