-100.0%
DFNS vs USFD
+159.2%
-259.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.1% | -12.3% |
| 7D | -44.0% | +3.0% | -47.0% | -42.8% |
| 30D | -69.1% | +11.1% | -80.2% | -67.5% |
| 3M | -95.6% | -0.3% | -95.3% | -95.6% |
| 6M | -96.2% | +15.9% | -112.1% | -95.8% |
| YTD | -99.6% | +41.6% | -141.2% | -99.5% |
| 1Y | -99.7% | +49.4% | -149.1% | -99.6% |
| 3Y | -100.0% | +157.8% | -257.8% | -99.9% |
| All | -100.0% | +159.2% | -259.2% | -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