-57.1%
JD vs USFD
+188.3%
-245.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +13.4% | +3.0% | +10.4% | +11.7% |
| 30D | +7.7% | +11.1% | -3.4% | +2.9% |
| 3M | -11.3% | -0.3% | -11.0% | -11.6% |
| 6M | -5.1% | +15.9% | -21.0% | -12.0% |
| YTD | +5.0% | +41.6% | -36.6% | -12.8% |
| 1Y | -5.6% | +49.4% | -55.0% | -24.0% |
| 3Y | +17.8% | +157.8% | -140.1% | -32.8% |
| All | -57.1% | +188.3% | -245.4% | -78.8% |
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