-9.7%
JD vs USFD
+49.6%
-59.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.5% | -5.4% | +2.5% |
| 7D | +9.0% | +7.8% | +1.1% | +8.3% |
| 30D | +5.2% | +16.2% | -11.0% | +4.3% |
| 3M | -15.9% | +11.0% | -26.9% | -16.3% |
| 6M | -7.7% | +20.7% | -28.4% | -8.8% |
| YTD | +0.1% | +46.0% | -45.9% | -2.3% |
| 1Y | -9.7% | +49.8% | -59.5% | -12.3% |
| All | -9.7% | +49.6% | -59.4% | -12.3% |
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