+213.9%
DPZ vs USFD
+353.3%
-139.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.5% | -3.0% | +4.1% |
| 7D | +10.1% | +7.8% | +2.2% | +8.7% |
| 30D | +14.6% | +16.2% | -1.6% | +11.9% |
| 3M | -6.8% | +11.0% | -17.8% | -8.4% |
| 6M | +4.4% | +20.7% | -16.3% | +1.1% |
| YTD | -16.8% | +46.0% | -62.8% | -22.0% |
| 1Y | -14.5% | +49.8% | -64.2% | -20.2% |
| 3Y | -1.1% | +167.3% | -168.4% | -15.5% |
| 5Y | -28.0% | +197.2% | -225.2% | -40.0% |
| 10Y | +130.2% | +389.9% | -259.6% | +68.0% |
| All | +213.9% | +353.3% | -139.4% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling