+33.3%
DVN vs USFD
+207.9%
-174.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.6% |
| 3M | -0.3% | -0.7% | +0.3% | -0.6% |
| 6M | -2.5% | +31.3% | -33.8% | -11.6% |
| YTD | +25.0% | +45.7% | -20.7% | +7.2% |
| 1Y | +31.1% | +52.1% | -21.0% | +10.2% |
| 3Y | +8.7% | +158.2% | -149.5% | -26.2% |
| 5Y | +33.3% | +213.8% | -180.4% | -20.3% |
| All | +33.3% | +207.9% | -174.6% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling