+39.0%
DVN vs USFD
+49.6%
-10.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +8.5% | -15.8% | -6.1% |
| 7D | -13.9% | +7.8% | -21.8% | -12.8% |
| 30D | -8.0% | +16.2% | -24.2% | -6.4% |
| 3M | +0.8% | +11.0% | -10.2% | +2.3% |
| 6M | -12.8% | +20.7% | -33.5% | -10.4% |
| YTD | +22.7% | +46.0% | -23.2% | +23.9% |
| 1Y | +39.0% | +49.8% | -10.8% | +40.1% |
| All | +39.0% | +49.6% | -10.6% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling