+62.5%
DVN vs USFD
+306.5%
-244.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +3.9% |
| 7D | -0.1% | -7.0% | +6.9% | +3.4% |
| 30D | +8.0% | -10.3% | +18.3% | +13.7% |
| 3M | +11.9% | +9.2% | +2.7% | +6.1% |
| 6M | +10.6% | +7.4% | +3.2% | +4.8% |
| YTD | +35.4% | +29.4% | +6.0% | +14.7% |
| 1Y | +46.5% | +24.8% | +21.6% | +25.7% |
| 3Y | +3.0% | +150.0% | -147.0% | -40.2% |
| 5Y | +120.5% | +195.5% | -75.0% | +10.9% |
| 10Y | +62.5% | +315.7% | -253.3% | -31.8% |
| All | +62.5% | +306.5% | -244.1% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling