-100.0%
DFNS vs USFD
+416.6%
-516.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -2.6% |
| 7D | -42.8% | +3.9% | -46.7% | -42.4% |
| 30D | -67.6% | +12.8% | -80.4% | -67.0% |
| 3M | -94.9% | +1.0% | -95.8% | -94.9% |
| 6M | -96.7% | +30.3% | -127.0% | -96.6% |
| YTD | -99.6% | +46.0% | -145.6% | -99.6% |
| 1Y | -99.7% | +49.6% | -149.4% | -99.7% |
| 3Y | -100.0% | +166.3% | -266.2% | -100.0% |
| 5Y | -100.0% | +208.4% | -308.4% | -100.0% |
| All | -100.0% | +416.6% | -516.6% | -100.0% |
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 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