+209.9%
USFD vs DBX
+16.6%
+193.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.2% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -5.3% | -2.9% | -2.4% | -4.8% |
| 3M | +18.8% | +23.8% | -5.1% | +12.0% |
| 6M | +14.3% | +26.2% | -11.9% | +6.2% |
| YTD | +36.9% | +21.6% | +15.3% | +28.2% |
| 1Y | +31.7% | +11.4% | +20.3% | +25.9% |
| 3Y | +164.5% | +21.3% | +143.2% | +139.5% |
| 5Y | +212.6% | +6.7% | +205.9% | +183.0% |
| All | +209.9% | +16.6% | +193.3% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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