+19.3%
DG vs USFD
+159.2%
-140.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +1.1% | +3.0% | -1.9% | +0.5% |
| 30D | +9.5% | +11.1% | -1.6% | +7.7% |
| 3M | +5.5% | -0.3% | +5.7% | +5.2% |
| 6M | +16.1% | +15.9% | +0.2% | +13.4% |
| YTD | +2.7% | +41.6% | -38.9% | -2.1% |
| 1Y | +42.1% | +49.4% | -7.3% | +34.8% |
| 3Y | +19.3% | +157.8% | -138.6% | -7.4% |
| All | +19.3% | +159.2% | -140.0% | -7.4% |
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