+189.5%
DLR vs USFD
+375.5%
-186.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.0% | -0.2% | -1.9% | -2.0% |
| 30D | +0.5% | +12.3% | -11.8% | -1.0% |
| 3M | -4.4% | -0.7% | -3.7% | -4.5% |
| 6M | -6.4% | +31.3% | -37.7% | -10.1% |
| YTD | +19.5% | +45.7% | -26.2% | +13.2% |
| 1Y | +10.5% | +52.1% | -41.6% | +4.0% |
| 3Y | +54.0% | +158.2% | -104.2% | +35.5% |
| 5Y | +39.7% | +213.8% | -174.0% | +19.3% |
| 10Y | +189.5% | +367.0% | -177.5% | +140.0% |
| All | +189.5% | +375.5% | -186.0% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling