+173.0%
DLR vs USFD
+353.0%
-180.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.3% | +8.4% | -8.0% | -0.7% |
| 30D | +1.2% | +12.7% | -11.6% | -0.5% |
| 3M | -4.8% | +1.1% | -5.9% | -5.1% |
| 6M | -6.1% | +30.2% | -36.3% | -9.7% |
| YTD | +19.3% | +45.8% | -26.5% | +12.9% |
| 1Y | +10.0% | +51.9% | -42.0% | +3.4% |
| 3Y | +53.8% | +158.5% | -104.7% | +35.0% |
| 5Y | +39.1% | +208.0% | -168.9% | +18.5% |
| 10Y | +188.1% | +376.6% | -188.4% | +132.2% |
| All | +173.0% | +353.0% | -180.0% | +121.0% |
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 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