+9.2%
DVN vs USFD
+159.3%
-150.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | -8.2% | +12.3% | -20.5% | -10.4% |
| 3M | -0.3% | -0.7% | +0.3% | 0.0% |
| 6M | -2.5% | +31.3% | -33.8% | -9.3% |
| YTD | +25.0% | +45.7% | -20.7% | +9.0% |
| 1Y | +31.1% | +52.1% | -21.0% | +11.8% |
| All | +9.2% | +159.3% | -150.1% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling