+317.7%
USFD vs DOC
+19.4%
+298.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.6% |
| 7D | -3.0% | -1.5% | -1.5% | -2.2% |
| 30D | +3.5% | -4.8% | +8.3% | +6.1% |
| 3M | +26.6% | +6.9% | +19.7% | +21.5% |
| 6M | +11.7% | +20.7% | -9.0% | -1.6% |
| YTD | +38.1% | +34.1% | +4.0% | +13.4% |
| 1Y | +33.4% | +22.6% | +10.7% | +14.9% |
| 3Y | +155.8% | +20.8% | +135.0% | +112.8% |
| 5Y | +214.0% | -24.9% | +238.9% | +256.0% |
| 10Y | +320.4% | -1.8% | +322.2% | +292.4% |
| All | +317.7% | +19.4% | +298.3% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling