+340.6%
USFD vs DVA
+138.2%
+202.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.6% |
| 7D | -0.2% | -4.8% | +4.6% | +0.9% |
| 30D | +12.3% | +0.9% | +11.4% | +11.9% |
| 3M | -0.7% | +2.9% | -3.6% | -1.7% |
| 6M | +31.3% | -7.8% | +39.0% | +32.3% |
| YTD | +45.7% | +61.5% | -15.8% | +25.5% |
| 1Y | +52.1% | +50.1% | +2.1% | +33.5% |
| 3Y | +158.2% | +121.1% | +37.1% | +98.1% |
| 5Y | +213.8% | +72.9% | +140.8% | +147.3% |
| 10Y | +367.0% | +208.2% | +158.8% | +222.9% |
| All | +340.6% | +138.2% | +202.4% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling