+33.4%
USFD vs DTE
+3.0%
+30.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +3.5% | -2.6% | +6.1% | +4.7% |
| 3M | +26.6% | -3.9% | +30.5% | +29.2% |
| 6M | +11.7% | -7.9% | +19.6% | +16.1% |
| YTD | +38.1% | +7.2% | +31.0% | +33.3% |
| 1Y | +33.4% | +3.1% | +30.3% | +30.1% |
| All | +33.4% | +3.0% | +30.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling