+41.5%
DRAM vs USFD
+18.0%
+23.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.1% |
| 7D | -18.2% | +3.0% | -21.1% | -16.5% |
| 30D | -34.5% | +11.1% | -45.6% | -31.0% |
| 3M | -23.6% | -0.3% | -23.3% | -23.1% |
| 6M | -19.3% | +15.9% | -35.2% | -11.4% |
| All | +41.5% | +18.0% | +23.5% | +51.6% |
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 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