-100.0%
DFNS vs USFD
+163.9%
-263.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.1% | +12.9% | +12.8% |
| 7D | -37.0% | +8.4% | -45.3% | -34.3% |
| 30D | -63.4% | +12.7% | -76.1% | -61.2% |
| 3M | -94.1% | +1.1% | -95.2% | -94.1% |
| 6M | -96.3% | +30.2% | -126.5% | -95.6% |
| YTD | -99.6% | +45.8% | -145.4% | -99.4% |
| 1Y | -99.7% | +51.9% | -151.6% | -99.6% |
| 3Y | -100.0% | +158.5% | -258.4% | -99.9% |
| All | -100.0% | +163.9% | -263.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling