+117.6%
DT vs USFD
+194.1%
-76.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -3.3% | -3.0% | -0.3% | -2.4% |
| 30D | +2.0% | +3.5% | -1.5% | +0.7% |
| 3M | +20.0% | +26.6% | -6.6% | +11.1% |
| 6M | +39.3% | +11.7% | +27.6% | +33.0% |
| YTD | +19.8% | +38.1% | -18.4% | +5.5% |
| 1Y | +4.3% | +33.4% | -29.1% | -7.2% |
| 3Y | +7.7% | +155.8% | -148.1% | -23.2% |
| 5Y | -26.8% | +214.0% | -240.9% | -51.5% |
| All | +117.6% | +194.1% | -76.5% | +58.4% |
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