+84.4%
DT vs USFD
+210.8%
-126.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.8% | +0.3% |
| 7D | -20.2% | +3.9% | -24.2% | -21.1% |
| 30D | -30.8% | +12.8% | -43.6% | -33.3% |
| 3M | -10.2% | +1.0% | -11.2% | -10.7% |
| 6M | +8.0% | +30.3% | -22.2% | -1.2% |
| YTD | +1.5% | +46.0% | -44.5% | -12.3% |
| 1Y | -6.9% | +49.6% | -56.5% | -20.3% |
| 3Y | -10.9% | +166.3% | -177.2% | -37.2% |
| 5Y | -42.2% | +208.4% | -250.6% | -61.5% |
| All | +84.4% | +210.8% | -126.5% | +31.7% |
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