-3.6%
DDOG vs USFD
+215.4%
-219.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +2.9% | +1.7% | +1.2% | +2.1% |
| 30D | -31.6% | +10.2% | -41.8% | -35.2% |
| 3M | -27.0% | -1.5% | -25.5% | -27.4% |
| 6M | -10.3% | +27.3% | -37.7% | -23.1% |
| YTD | +35.4% | +44.0% | -8.6% | +1.7% |
| 1Y | -1.0% | +50.4% | -51.3% | -28.2% |
| 3Y | +76.7% | +153.6% | -76.9% | -17.8% |
| All | -3.6% | +215.4% | -219.0% | -63.6% |
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