+192.6%
USFD vs DVA
+75.9%
+116.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | +3.0% | +2.1% | +0.9% | +2.6% |
| 30D | +11.1% | +8.2% | +2.8% | +9.5% |
| 3M | -0.3% | +5.9% | -6.2% | -1.5% |
| 6M | +15.9% | -1.3% | +17.2% | +15.2% |
| YTD | +41.6% | +68.4% | -26.8% | +26.0% |
| 1Y | +49.4% | +57.5% | -8.1% | +34.7% |
| 3Y | +157.8% | +142.3% | +15.5% | +108.3% |
| All | +192.6% | +75.9% | +116.7% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling