-100.0%
DFNS vs USFD
+207.9%
-307.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.8% | +12.7% |
| 7D | -13.0% | -0.2% | -12.8% | -13.1% |
| 30D | -56.9% | +12.3% | -69.2% | -55.8% |
| 3M | -93.2% | -0.7% | -92.5% | -93.2% |
| 6M | -95.4% | +31.3% | -126.7% | -95.1% |
| YTD | -99.5% | +45.7% | -145.2% | -99.4% |
| 1Y | -99.6% | +52.1% | -151.8% | -99.6% |
| 3Y | -100.0% | +158.2% | -258.2% | -100.0% |
| 5Y | -100.0% | +213.8% | -313.7% | -100.0% |
| All | -100.0% | +207.9% | -307.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling