+213.8%
USFD vs DGX
+97.6%
+116.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | +1.2% | -1.3% | -0.5% |
| 30D | +12.3% | +11.2% | +1.1% | +8.6% |
| 3M | -0.7% | +9.3% | -10.0% | -3.7% |
| 6M | +31.3% | +37.4% | -6.1% | +17.8% |
| YTD | +45.7% | +51.6% | -5.9% | +25.8% |
| 1Y | +52.1% | +39.3% | +12.8% | +35.2% |
| 3Y | +158.2% | +106.1% | +52.1% | +95.7% |
| 5Y | +213.8% | +92.2% | +121.6% | +120.9% |
| All | +213.8% | +97.6% | +116.1% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling