+317.7%
USFD vs DGX
+275.6%
+42.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.1% |
| 7D | -3.0% | -2.3% | -0.7% | -2.0% |
| 30D | +3.5% | +0.6% | +3.0% | +3.2% |
| 3M | +26.6% | +21.4% | +5.2% | +15.6% |
| 6M | +11.7% | +14.7% | -3.0% | +4.5% |
| YTD | +38.1% | +38.4% | -0.3% | +18.0% |
| 1Y | +33.4% | +34.0% | -0.6% | +15.4% |
| 3Y | +155.8% | +92.7% | +63.1% | +81.2% |
| 5Y | +214.0% | +67.7% | +146.3% | +133.6% |
| 10Y | +320.4% | +248.0% | +72.4% | +100.8% |
| All | +317.7% | +275.6% | +42.1% | +105.7% |
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