+165.1%
USFD vs DVA
+85.7%
+79.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | -3.0% | +1.8% | -4.8% | -3.2% |
| 30D | +3.5% | -2.5% | +6.0% | +3.8% |
| 3M | +26.6% | -4.3% | +30.8% | +26.7% |
| 6M | +11.7% | +18.9% | -7.2% | +7.8% |
| YTD | +38.1% | +61.9% | -23.8% | +26.5% |
| 1Y | +33.4% | +35.7% | -2.3% | +25.5% |
| All | +165.1% | +85.7% | +79.4% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling