+82.1%
DT vs USFD
+201.6%
-119.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -24.7% | +3.0% | -27.7% | -25.3% |
| 30D | -27.4% | +11.1% | -38.4% | -29.6% |
| 3M | -11.1% | -0.3% | -10.8% | -11.3% |
| 6M | +13.7% | +15.9% | -2.2% | +7.6% |
| YTD | +0.2% | +41.6% | -41.4% | -12.5% |
| 1Y | -5.7% | +49.4% | -55.1% | -19.3% |
| 3Y | -8.1% | +157.8% | -166.0% | -34.6% |
| 5Y | -43.1% | +176.6% | -219.7% | -61.0% |
| All | +82.1% | +201.6% | -119.4% | +31.3% |
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