+162.9%
DLR vs USFD
+339.9%
-177.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.6% | +3.0% | -6.6% | -4.0% |
| 30D | -3.5% | +11.1% | -14.5% | -4.9% |
| 3M | -8.9% | -0.3% | -8.6% | -9.0% |
| 6M | -11.6% | +15.9% | -27.5% | -13.6% |
| YTD | +14.9% | +41.6% | -26.7% | +9.1% |
| 1Y | +6.4% | +49.4% | -43.0% | +0.3% |
| 3Y | +47.3% | +157.8% | -110.6% | +29.4% |
| 5Y | +32.8% | +176.6% | -143.8% | +14.2% |
| 10Y | +169.6% | +375.4% | -205.8% | +116.6% |
| All | +162.9% | +339.9% | -177.0% | +113.7% |
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