+216.3%
USFD vs DOC
-24.5%
+240.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.6% |
| 30D | +3.5% | -4.8% | +8.3% | +5.0% |
| 3M | +26.6% | +6.9% | +19.7% | +23.7% |
| 6M | +11.7% | +20.7% | -9.0% | +4.3% |
| YTD | +38.1% | +34.1% | +4.0% | +23.2% |
| 1Y | +33.4% | +22.6% | +10.7% | +23.0% |
| 3Y | +155.8% | +20.8% | +135.0% | +135.1% |
| All | +216.3% | -24.5% | +240.9% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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