+39.2%
JD vs USFD
+329.0%
-289.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | -1.7% | -3.0% | +1.3% | -1.1% |
| 30D | -13.2% | +3.5% | -16.7% | -13.8% |
| 3M | -3.2% | +26.6% | -29.8% | -8.0% |
| 6M | +15.2% | +11.7% | +3.5% | +12.2% |
| YTD | +2.0% | +38.1% | -36.2% | -5.4% |
| 1Y | -5.4% | +33.4% | -38.8% | -11.7% |
| 3Y | -9.1% | +155.8% | -164.9% | -26.5% |
| 5Y | -59.6% | +214.0% | -273.6% | -68.6% |
| 10Y | +26.2% | +320.4% | -294.1% | -1.1% |
| All | +39.2% | +329.0% | -289.8% | +7.4% |
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