-5.2%
DASH vs USFD
+218.3%
-223.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | +0.4% | +3.0% | -2.6% | -0.9% |
| 30D | -6.0% | +11.1% | -17.1% | -10.9% |
| 3M | -15.8% | -0.3% | -15.5% | -15.6% |
| 6M | +7.0% | +15.9% | -8.9% | -1.8% |
| YTD | -20.7% | +41.6% | -62.3% | -37.5% |
| 1Y | -8.5% | +49.4% | -57.9% | -30.7% |
| 3Y | +101.8% | +157.8% | -56.1% | +6.0% |
| 5Y | -9.6% | +176.6% | -186.2% | -57.4% |
| All | -5.2% | +218.3% | -223.5% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling