+122.8%
DAL vs USFD
+369.7%
-246.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +8.8% | +3.0% | +5.8% | +7.1% |
| 30D | +5.4% | +11.1% | -5.7% | -0.6% |
| 3M | -4.9% | -0.3% | -4.6% | -5.1% |
| 6M | +19.8% | +15.9% | +4.0% | +9.0% |
| YTD | +27.0% | +41.6% | -14.6% | +1.4% |
| 1Y | +52.5% | +49.4% | +3.1% | +17.9% |
| 3Y | +173.8% | +157.8% | +16.0% | +55.5% |
| 5Y | +104.5% | +176.6% | -72.1% | +10.5% |
| All | +122.8% | +369.7% | -246.9% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling