+125.1%
DDOG vs USFD
+159.2%
-34.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -23.9% | +3.0% | -26.9% | -23.5% |
| 30D | -34.0% | +11.1% | -45.1% | -33.7% |
| 3M | -21.9% | -0.3% | -21.6% | -21.4% |
| 6M | +24.6% | +15.9% | +8.7% | +23.9% |
| YTD | +31.7% | +41.6% | -10.0% | +19.1% |
| 1Y | -6.2% | +49.4% | -55.6% | -17.5% |
| 3Y | +125.1% | +157.8% | -32.8% | +47.7% |
| All | +125.1% | +159.2% | -34.2% | +47.7% |
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 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