-99.7%
DFNS vs USFD
+50.4%
-150.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.4% | -18.0% | -18.5% |
| 7D | -12.7% | +1.3% | -14.0% | -13.2% |
| 30D | -65.2% | +10.6% | -75.8% | -67.7% |
| 3M | -94.6% | -2.4% | -92.1% | -94.5% |
| 6M | -96.2% | +28.9% | -125.2% | -96.7% |
| YTD | -99.6% | +43.7% | -143.3% | -99.7% |
| 1Y | -99.7% | +48.5% | -148.2% | -99.8% |
| All | -99.7% | +50.4% | -150.1% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling