+19.0%
DLR vs USFD
+34.2%
-15.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.6% | -3.0% | +4.6% | +1.9% |
| 30D | -3.4% | +3.5% | -6.9% | -3.8% |
| 3M | +0.5% | +26.6% | -26.1% | -3.9% |
| 6M | +4.6% | +11.7% | -7.1% | +2.6% |
| YTD | +23.4% | +38.1% | -14.7% | +18.2% |
| 1Y | +19.0% | +33.4% | -14.4% | +13.2% |
| All | +19.0% | +34.2% | -15.2% | +13.2% |
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