+98.5%
DAL vs USFD
+156.9%
-58.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -3.0% | +3.1% | +1.7% |
| 30D | -13.9% | +3.5% | -17.5% | -15.8% |
| 3M | +1.1% | +26.6% | -25.5% | -12.3% |
| 6M | +26.2% | +11.7% | +14.5% | +17.4% |
| YTD | +16.4% | +38.1% | -21.7% | -8.1% |
| 1Y | +33.9% | +33.4% | +0.5% | +8.0% |
| All | +98.5% | +156.9% | -58.4% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling