+119.6%
DVN vs USFD
+214.9%
-95.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -1.3% | -3.3% | +2.0% | -0.2% |
| 30D | +12.6% | -5.3% | +17.9% | +14.5% |
| 3M | +8.1% | +18.8% | -10.7% | +1.6% |
| 6M | +10.2% | +14.3% | -4.1% | +4.3% |
| YTD | +33.8% | +36.9% | -3.1% | +17.0% |
| 1Y | +43.9% | +31.7% | +12.2% | +27.3% |
| 3Y | +1.7% | +164.5% | -162.7% | -32.3% |
| 5Y | +119.6% | +212.6% | -93.0% | +25.0% |
| All | +119.6% | +214.9% | -95.3% | +25.0% |
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