+157.8%
USFD vs DBX
+33.4%
+124.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.2% |
| 7D | +3.0% | -4.4% | +7.3% | +3.5% |
| 30D | +11.1% | +4.8% | +6.3% | +10.5% |
| 3M | -0.3% | +0.3% | -0.6% | -0.5% |
| 6M | +15.9% | +40.4% | -24.5% | +10.1% |
| YTD | +41.6% | +24.7% | +16.9% | +37.5% |
| 1Y | +49.4% | +20.9% | +28.5% | +45.7% |
| 3Y | +157.8% | +34.5% | +123.3% | +132.1% |
| All | +157.8% | +33.4% | +124.4% | +132.1% |
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 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