+362.2%
USFD vs DAR
+268.8%
+93.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +3.0% | -9.9% | +12.9% | +7.1% |
| 30D | +11.1% | -16.4% | +27.4% | +18.5% |
| 3M | -0.3% | -17.1% | +16.8% | +5.9% |
| 6M | +15.9% | -20.5% | +36.4% | +24.3% |
| YTD | +41.6% | +39.4% | +2.2% | +19.5% |
| 1Y | +49.4% | +57.2% | -7.8% | +19.5% |
| 3Y | +157.8% | +13.9% | +144.0% | +116.3% |
| 5Y | +176.6% | -40.8% | +217.4% | +206.9% |
| All | +362.2% | +268.8% | +93.4% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling