+353.3%
USFD vs DGX
+279.7%
+73.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +1.3% | +1.9% | -0.6% | +0.4% |
| 30D | +10.6% | +12.7% | -2.1% | +4.8% |
| 3M | -2.4% | +9.6% | -12.0% | -6.6% |
| 6M | +28.9% | +37.6% | -8.7% | +10.7% |
| YTD | +43.7% | +52.1% | -8.4% | +17.0% |
| 1Y | +48.5% | +41.3% | +7.2% | +25.1% |
| 3Y | +154.7% | +106.9% | +47.8% | +73.6% |
| 5Y | +218.4% | +90.7% | +127.7% | +121.4% |
| All | +353.3% | +279.7% | +73.6% | +91.8% |
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