+38.8%
DG vs USFD
+49.7%
-11.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.2% |
| 7D | +0.7% | +3.9% | -3.3% | -0.7% |
| 30D | +7.4% | +12.8% | -5.4% | +4.0% |
| 3M | +8.5% | +1.0% | +7.5% | +7.3% |
| 6M | +21.9% | +30.3% | -8.4% | +14.7% |
| YTD | +4.9% | +46.0% | -41.0% | -4.6% |
| All | +38.8% | +49.7% | -11.0% | +25.8% |
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