-99.7%
DFNS vs USFD
+49.2%
-148.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -6.0% | +1.7% | -7.6% | -6.8% |
| 30D | -71.2% | +10.2% | -81.3% | -73.2% |
| 3M | -94.5% | -1.5% | -93.0% | -94.5% |
| 6M | -96.5% | +27.3% | -123.9% | -97.0% |
| YTD | -99.6% | +44.0% | -143.6% | -99.8% |
| 1Y | -99.7% | +50.4% | -150.0% | -99.8% |
| All | -99.7% | +49.2% | -148.9% | -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