+52.1%
USFD vs DBX
+8.4%
+43.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | 0.0% |
| 7D | -0.2% | -8.1% | +8.0% | -0.5% |
| 30D | +12.3% | -4.9% | +17.2% | +12.1% |
| 3M | -0.7% | -2.7% | +2.0% | -0.6% |
| 6M | +31.3% | +25.2% | +6.1% | +33.3% |
| YTD | +45.7% | +19.3% | +26.4% | +53.3% |
| 1Y | +52.1% | +6.6% | +45.5% | +64.1% |
| All | +52.1% | +8.4% | +43.7% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling