+117.3%
DDOG vs USFD
+156.9%
-39.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -10.1% | -3.0% | -7.1% | -10.0% |
| 30D | -24.8% | +3.5% | -28.3% | -25.0% |
| 3M | -12.6% | +26.6% | -39.2% | -15.0% |
| 6M | +79.9% | +11.7% | +68.2% | +77.5% |
| YTD | +56.6% | +38.1% | +18.4% | +40.9% |
| 1Y | +61.6% | +33.4% | +28.2% | +47.5% |
| All | +117.3% | +156.9% | -39.6% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling