+126.7%
DAL vs USFD
+340.6%
-213.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -2.8% |
| 7D | +4.6% | +3.9% | +0.6% | +2.3% |
| 30D | +2.3% | +10.7% | -8.4% | -3.3% |
| 3M | -8.1% | +6.3% | -14.4% | -11.7% |
| 6M | +21.4% | +16.2% | +5.2% | +10.3% |
| YTD | +24.3% | +41.9% | -17.5% | -0.7% |
| 1Y | +47.4% | +44.2% | +3.2% | +16.4% |
| 3Y | +164.6% | +159.8% | +4.8% | +50.1% |
| 5Y | +100.2% | +177.1% | -76.9% | +8.5% |
| 10Y | +124.9% | +376.2% | -251.3% | -9.7% |
| All | +126.7% | +340.6% | -213.9% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling