-34.6%
DG vs USFD
+215.8%
-250.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +8.4% | -3.0% | +11.4% | +9.0% |
| 30D | +4.9% | +3.5% | +1.4% | +4.1% |
| 3M | +29.3% | +26.6% | +2.8% | +23.1% |
| 6M | -11.3% | +11.7% | -23.0% | -13.5% |
| YTD | +1.8% | +38.1% | -36.4% | -5.3% |
| 1Y | +25.3% | +33.4% | -8.0% | +17.4% |
| 3Y | +9.1% | +155.8% | -146.7% | -14.0% |
| All | -34.6% | +215.8% | -250.5% | -51.6% |
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