+92.9%
DVN vs USFD
+329.0%
-236.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +1.5% | -3.0% | +4.5% | +3.0% |
| 30D | +14.2% | +3.5% | +10.7% | +12.0% |
| 3M | +5.2% | +26.6% | -21.3% | -7.3% |
| 6M | +11.9% | +11.7% | +0.2% | +4.1% |
| YTD | +32.8% | +38.1% | -5.3% | +9.2% |
| 1Y | +38.6% | +33.4% | +5.2% | +15.4% |
| 3Y | +0.5% | +155.8% | -155.3% | -41.9% |
| 5Y | +111.0% | +214.0% | -103.0% | +3.6% |
| 10Y | +56.1% | +320.4% | -264.2% | -37.6% |
| All | +92.9% | +329.0% | -236.2% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling