+305.5%
USFD vs DGX
+255.3%
+50.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | -8.4% | -0.9% | -7.5% | -8.0% |
| 30D | -14.1% | -1.2% | -12.9% | -13.7% |
| 3M | +4.5% | +15.8% | -11.3% | -2.6% |
| 6M | +4.4% | +18.2% | -13.8% | -3.8% |
| YTD | +26.6% | +37.2% | -10.6% | +8.3% |
| 1Y | +19.4% | +30.4% | -11.0% | +4.3% |
| 3Y | +144.6% | +96.7% | +47.9% | +70.2% |
| 5Y | +194.5% | +67.2% | +127.4% | +118.1% |
| All | +305.5% | +255.3% | +50.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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