+341.3%
USFD vs DOC
+17.8%
+323.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.1% | +5.3% | +6.7% |
| 7D | +7.8% | +8.7% | -0.9% | +3.1% |
| 30D | +16.2% | +7.6% | +8.5% | +11.6% |
| 3M | +11.0% | -5.3% | +16.3% | +14.0% |
| 6M | +20.7% | +27.6% | -6.9% | +3.3% |
| YTD | +46.0% | +32.4% | +13.5% | +20.6% |
| 1Y | +49.8% | +22.9% | +26.9% | +29.3% |
| 3Y | +167.3% | +43.1% | +124.2% | +99.1% |
| 5Y | +197.2% | -21.4% | +218.6% | +226.2% |
| 10Y | +389.9% | +16.8% | +373.1% | +336.7% |
| All | +341.3% | +17.8% | +323.5% | +282.6% |
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