+24.8%
USFD vs DTE
+4.6%
+20.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.1% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -10.3% | -0.5% | -9.8% | -10.1% |
| 3M | +9.2% | -6.0% | +15.2% | +12.6% |
| 6M | +7.4% | -7.2% | +14.6% | +11.4% |
| YTD | +29.4% | +7.2% | +22.2% | +24.6% |
| 1Y | +24.8% | +4.1% | +20.8% | +20.4% |
| All | +24.8% | +4.6% | +20.2% | +20.4% |
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