+73.9%
DG vs USFD
+329.0%
-255.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +8.4% | -3.0% | +11.4% | +8.8% |
| 30D | +4.9% | +3.5% | +1.4% | +4.5% |
| 3M | +29.3% | +26.6% | +2.8% | +25.8% |
| 6M | -11.3% | +11.7% | -23.0% | -12.5% |
| YTD | +1.8% | +38.1% | -36.4% | -2.2% |
| 1Y | +25.3% | +33.4% | -8.0% | +20.9% |
| 3Y | +9.1% | +155.8% | -146.7% | -2.8% |
| 5Y | -34.9% | +214.0% | -248.9% | -43.7% |
| 10Y | +108.2% | +320.4% | -212.2% | +76.1% |
| All | +73.9% | +329.0% | -255.1% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling