-17.2%
DASH vs USFD
+49.6%
-66.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.5% | -0.1% | +7.5% |
| 7D | +17.2% | +7.8% | +9.3% | +16.4% |
| 30D | +3.6% | +16.2% | -12.6% | +3.1% |
| 3M | -1.9% | +11.0% | -12.9% | -2.3% |
| 6M | +15.1% | +20.7% | -5.6% | +16.7% |
| YTD | -12.3% | +46.0% | -58.3% | -18.0% |
| 1Y | -17.2% | +49.8% | -67.0% | -24.1% |
| All | -17.2% | +49.6% | -66.8% | -24.1% |
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 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