+153.6%
USFD vs DBX
+26.6%
+127.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.7% | -3.3% | +4.9% | +2.0% |
| 30D | +10.2% | -5.9% | +16.0% | +10.8% |
| 3M | -1.5% | -6.7% | +5.2% | -0.9% |
| 6M | +27.3% | +28.0% | -0.6% | +22.8% |
| YTD | +44.0% | +20.6% | +23.4% | +40.2% |
| 1Y | +50.4% | +10.3% | +40.1% | +49.0% |
| 3Y | +153.6% | +24.0% | +129.5% | +133.0% |
| All | +153.6% | +26.6% | +127.0% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling