-62.4%
JD vs USFD
+215.4%
-277.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -4.1% | +1.7% | -5.8% | -4.8% |
| 30D | +4.6% | +10.2% | -5.5% | +0.1% |
| 3M | -4.7% | -1.5% | -3.3% | -4.6% |
| 6M | -17.4% | +27.3% | -44.7% | -26.6% |
| YTD | +0.7% | +44.0% | -43.3% | -17.3% |
| 1Y | -5.9% | +50.4% | -56.2% | -24.6% |
| 3Y | +18.9% | +153.6% | -134.7% | -32.1% |
| All | -62.4% | +215.4% | -277.8% | -81.5% |
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