+216.3%
USFD vs ARWR
+28.5%
+187.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | +3.5% | -0.7% | +4.2% | +3.6% |
| 3M | +26.6% | +14.9% | +11.7% | +23.9% |
| 6M | +11.7% | +32.6% | -20.9% | +7.0% |
| YTD | +38.1% | +30.0% | +8.1% | +32.3% |
| 1Y | +33.4% | +208.4% | -175.0% | +12.8% |
| 3Y | +155.8% | +208.8% | -53.0% | +100.4% |
| All | +216.3% | +28.5% | +187.8% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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