+317.7%
USFD vs DVA
+138.8%
+178.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.7% |
| 7D | -3.0% | +1.8% | -4.8% | -3.4% |
| 30D | +3.5% | -2.5% | +6.0% | +4.0% |
| 3M | +26.6% | -4.3% | +30.8% | +26.9% |
| 6M | +11.7% | +18.9% | -7.2% | +5.2% |
| YTD | +38.1% | +61.9% | -23.8% | +19.3% |
| 1Y | +33.4% | +35.7% | -2.3% | +20.4% |
| 3Y | +155.8% | +78.6% | +77.2% | +107.5% |
| 5Y | +214.0% | +39.2% | +174.8% | +165.9% |
| 10Y | +320.4% | +184.0% | +136.3% | +191.1% |
| All | +317.7% | +138.8% | +178.9% | +181.7% |
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 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