+105.8%
DAL vs USFD
+215.8%
-110.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -3.0% | +3.1% | +2.1% |
| 30D | -13.9% | +3.5% | -17.5% | -16.2% |
| 3M | +1.1% | +26.6% | -25.5% | -14.7% |
| 6M | +26.2% | +11.7% | +14.5% | +15.5% |
| YTD | +16.4% | +38.1% | -21.7% | -10.5% |
| 1Y | +33.9% | +33.4% | +0.5% | +5.1% |
| 3Y | +93.4% | +155.8% | -62.4% | -6.3% |
| All | +105.8% | +215.8% | -110.0% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling