+62.1%
DAL vs USFD
+49.6%
+12.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.5% | -1.3% | +4.8% |
| 7D | +11.1% | +7.8% | +3.2% | +8.7% |
| 30D | +7.7% | +16.2% | -8.5% | +3.8% |
| 3M | -3.5% | +11.0% | -14.5% | -6.3% |
| 6M | +31.3% | +20.7% | +10.6% | +24.5% |
| YTD | +30.0% | +46.0% | -16.0% | +13.7% |
| 1Y | +62.1% | +49.8% | +12.3% | +39.6% |
| All | +62.1% | +49.6% | +12.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling