+317.7%
USFD vs DTE
+152.7%
+165.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.2% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +3.5% | -2.6% | +6.1% | +5.5% |
| 3M | +26.6% | -3.9% | +30.5% | +30.3% |
| 6M | +11.7% | -7.9% | +19.6% | +18.4% |
| YTD | +38.1% | +7.2% | +31.0% | +29.5% |
| 1Y | +33.4% | +3.1% | +30.3% | +28.7% |
| 3Y | +155.8% | +47.6% | +108.2% | +76.0% |
| 5Y | +214.0% | +32.7% | +181.3% | +128.0% |
| 10Y | +320.4% | +138.8% | +181.6% | +108.9% |
| All | +317.7% | +152.7% | +165.0% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling