-25.8%
DPZ vs USFD
+184.3%
-210.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.2% |
| 7D | +9.5% | +3.9% | +5.6% | +8.1% |
| 30D | +12.8% | +10.7% | +2.1% | +9.3% |
| 3M | -6.2% | +6.3% | -12.6% | -8.2% |
| 6M | +4.3% | +16.2% | -12.0% | -0.9% |
| YTD | -16.6% | +41.9% | -58.5% | -26.1% |
| 1Y | -12.8% | +44.2% | -57.0% | -23.3% |
| 3Y | -0.8% | +159.8% | -160.6% | -28.6% |
| 5Y | -25.8% | +177.1% | -202.9% | -49.2% |
| All | -25.8% | +184.3% | -210.1% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling