-43.0%
DT vs USFD
+188.3%
-231.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -24.7% | +3.0% | -27.7% | -25.5% |
| 30D | -27.4% | +11.1% | -38.4% | -30.2% |
| 3M | -11.1% | -0.3% | -10.8% | -11.3% |
| 6M | +13.7% | +15.9% | -2.2% | +5.8% |
| YTD | +0.2% | +41.6% | -41.4% | -17.9% |
| 1Y | -5.7% | +49.4% | -55.1% | -25.1% |
| 3Y | -8.1% | +157.8% | -166.0% | -47.0% |
| All | -43.0% | +188.3% | -231.3% | -71.0% |
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