+41.1%
JD vs USFD
+340.6%
-299.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +3.8% |
| 7D | +11.7% | +3.9% | +7.8% | +10.8% |
| 30D | +8.1% | +10.7% | -2.6% | +5.8% |
| 3M | -12.0% | +6.3% | -18.3% | -13.3% |
| 6M | -3.5% | +16.2% | -19.7% | -6.9% |
| YTD | +3.3% | +41.9% | -38.5% | -4.8% |
| 1Y | -7.4% | +44.2% | -51.6% | -15.1% |
| 3Y | +16.6% | +159.8% | -143.2% | -6.0% |
| 5Y | -57.9% | +177.1% | -235.0% | -66.9% |
| 10Y | +32.6% | +376.2% | -343.6% | +3.2% |
| All | +41.1% | +340.6% | -299.5% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling