+25.2%
USFD vs DGX
+31.7%
-6.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -7.0% | -2.2% | -4.8% | -6.4% |
| 30D | -10.3% | -0.9% | -9.4% | -10.1% |
| 3M | +9.2% | +15.6% | -6.4% | +4.6% |
| 6M | +7.4% | +17.8% | -10.4% | +2.2% |
| YTD | +29.4% | +37.5% | -8.1% | +15.8% |
| All | +25.2% | +31.7% | -6.5% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling