+24.8%
DG vs USFD
+159.3%
-134.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | +8.6% | +12.3% | -3.7% | +6.5% |
| 3M | +15.0% | -0.7% | +15.7% | +14.6% |
| 6M | +32.7% | +31.3% | +1.4% | +27.4% |
| YTD | +5.5% | +45.7% | -40.2% | 0.0% |
| 1Y | +34.6% | +52.1% | -17.5% | +27.1% |
| All | +24.8% | +159.3% | -134.5% | -3.9% |
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