-9.4%
DASH vs USFD
+184.3%
-193.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.8% | -6.6% | -7.6% |
| 7D | +0.5% | +3.9% | -3.4% | -1.6% |
| 30D | -7.1% | +10.7% | -17.8% | -12.5% |
| 3M | -13.2% | +6.3% | -19.5% | -16.6% |
| 6M | +8.3% | +16.2% | -7.9% | -2.5% |
| YTD | -20.6% | +41.9% | -62.4% | -40.7% |
| 1Y | -24.4% | +44.2% | -68.6% | -44.3% |
| 3Y | +94.5% | +159.8% | -65.3% | -15.2% |
| 5Y | -9.4% | +177.1% | -186.5% | -65.7% |
| All | -9.4% | +184.3% | -193.7% | -65.7% |
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