-14.9%
DASH vs USFD
+34.2%
-49.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.7% |
| 7D | -10.6% | -3.0% | -7.6% | -10.8% |
| 30D | +2.2% | +3.5% | -1.4% | +2.4% |
| 3M | +32.3% | +26.6% | +5.7% | +37.4% |
| 6M | +19.1% | +11.7% | +7.4% | +21.4% |
| YTD | -6.5% | +38.1% | -44.6% | -9.0% |
| 1Y | -14.9% | +33.4% | -48.3% | -15.5% |
| All | -14.9% | +34.2% | -49.1% | -15.5% |
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