-36.6%
DT vs USFD
+215.4%
-252.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.1% | +1.7% | +1.5% | +2.4% |
| 30D | -29.5% | +10.2% | -39.7% | -32.2% |
| 3M | -11.7% | -1.5% | -10.2% | -11.4% |
| 6M | +29.0% | +27.3% | +1.6% | +15.6% |
| YTD | +3.4% | +44.0% | -40.6% | -16.1% |
| 1Y | -4.2% | +50.4% | -54.6% | -24.2% |
| 3Y | -12.8% | +153.6% | -166.4% | -49.5% |
| All | -36.6% | +215.4% | -252.1% | -68.8% |
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