-6.4%
JD vs USFD
+49.7%
-56.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.7% |
| 7D | +7.9% | +3.9% | +4.0% | +7.5% |
| 30D | +4.8% | +12.8% | -8.1% | +4.0% |
| 3M | -13.9% | +1.0% | -14.9% | -14.1% |
| 6M | -5.8% | +30.3% | -36.1% | -7.3% |
| YTD | +2.4% | +46.0% | -43.6% | 0.0% |
| All | -6.4% | +49.7% | -56.1% | -9.2% |
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