-61.3%
JD vs USFD
+215.8%
-277.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | -1.7% | -3.0% | +1.3% | -0.5% |
| 30D | -13.2% | +3.5% | -16.7% | -14.5% |
| 3M | -3.2% | +26.6% | -29.8% | -13.1% |
| 6M | +15.2% | +11.7% | +3.5% | +8.9% |
| YTD | +2.0% | +38.1% | -36.2% | -13.8% |
| 1Y | -5.4% | +33.4% | -38.8% | -19.0% |
| 3Y | -9.1% | +155.8% | -164.9% | -47.2% |
| All | -61.3% | +215.8% | -277.1% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling