-99.7%
DFNS vs USFD
+49.7%
-149.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -4.9% |
| 7D | -42.8% | +3.9% | -46.7% | -44.3% |
| 30D | -67.6% | +12.8% | -80.4% | -70.4% |
| 3M | -94.9% | +1.0% | -95.8% | -94.9% |
| 6M | -96.7% | +30.3% | -127.0% | -97.2% |
| YTD | -99.6% | +46.0% | -145.6% | -99.8% |
| All | -99.7% | +49.7% | -149.5% | -99.9% |
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