+340.6%
USFD vs DGX
+311.2%
+29.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | +1.2% | -1.3% | -0.7% |
| 30D | +12.3% | +11.2% | +1.1% | +7.2% |
| 3M | -0.7% | +9.3% | -10.0% | -4.8% |
| 6M | +31.3% | +37.4% | -6.1% | +13.2% |
| YTD | +45.7% | +51.6% | -5.9% | +19.3% |
| 1Y | +52.1% | +39.3% | +12.8% | +29.5% |
| 3Y | +158.2% | +106.1% | +52.1% | +77.8% |
| 5Y | +213.8% | +92.2% | +121.6% | +118.9% |
| 10Y | +367.0% | +286.6% | +80.4% | +112.9% |
| All | +340.6% | +311.2% | +29.4% | +108.0% |
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