+182.4%
DLR vs USFD
+329.0%
-146.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.6% | -3.0% | +4.6% | +2.0% |
| 30D | -3.4% | +3.5% | -6.9% | -3.9% |
| 3M | +0.5% | +26.6% | -26.1% | -2.9% |
| 6M | +4.6% | +11.7% | -7.1% | +2.7% |
| YTD | +23.4% | +38.1% | -14.7% | +17.7% |
| 1Y | +19.0% | +33.4% | -14.4% | +14.0% |
| 3Y | +56.5% | +155.8% | -99.3% | +37.8% |
| 5Y | +33.3% | +214.0% | -180.7% | +13.8% |
| 10Y | +165.1% | +320.4% | -155.2% | +117.3% |
| All | +182.4% | +329.0% | -146.6% | +130.6% |
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 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