+11.7%
DASH vs USFD
+210.5%
-198.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.4% |
| 7D | -10.6% | -3.0% | -7.6% | -9.1% |
| 30D | +2.2% | +3.5% | -1.4% | +0.1% |
| 3M | +32.3% | +26.6% | +5.7% | +16.0% |
| 6M | +19.1% | +11.7% | +7.4% | +10.8% |
| YTD | -6.5% | +38.1% | -44.6% | -25.5% |
| 1Y | -14.9% | +33.4% | -48.3% | -30.8% |
| 3Y | +151.9% | +155.8% | -3.9% | +32.4% |
| 5Y | +9.4% | +214.0% | -204.6% | -48.9% |
| All | +11.7% | +210.5% | -198.7% | -45.0% |
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