+375.1%
DDOG vs USFD
+158.7%
+216.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -19.1% | +8.4% | -27.5% | -20.7% |
| 30D | -39.2% | +12.7% | -51.9% | -41.0% |
| 3M | -31.6% | +1.1% | -32.7% | -32.2% |
| 6M | -10.9% | +30.2% | -41.0% | -17.3% |
| YTD | +31.2% | +45.8% | -14.7% | +16.3% |
| 1Y | -10.7% | +51.9% | -62.6% | -21.8% |
| 3Y | +72.1% | +158.5% | -86.4% | +30.7% |
| 5Y | -5.5% | +208.0% | -213.6% | -31.5% |
| All | +375.1% | +158.7% | +216.4% | +385.2% |
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