+335.4%
USFD vs DGX
+312.6%
+22.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | +10.2% | +11.2% | -1.1% | +5.1% |
| 3M | -1.5% | +10.4% | -11.9% | -6.0% |
| 6M | +27.3% | +37.1% | -9.7% | +9.9% |
| YTD | +44.0% | +52.1% | -8.1% | +17.7% |
| 1Y | +50.4% | +40.7% | +9.6% | +27.4% |
| 3Y | +153.6% | +107.6% | +46.0% | +74.0% |
| 5Y | +219.0% | +90.6% | +128.4% | +123.7% |
| 10Y | +361.5% | +287.9% | +73.6% | +110.0% |
| All | +335.4% | +312.6% | +22.7% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling