+52.1%
USFD vs DAR
+65.2%
-13.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.1% |
| 7D | -0.2% | +3.6% | -3.8% | -0.2% |
| 30D | +12.3% | -11.3% | +23.6% | +12.2% |
| 3M | -0.7% | -13.1% | +12.4% | -0.9% |
| 6M | +31.3% | -15.1% | +46.4% | +32.0% |
| YTD | +45.7% | +50.5% | -4.8% | +30.8% |
| 1Y | +52.1% | +57.9% | -5.8% | +34.4% |
| All | +52.1% | +65.2% | -13.1% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling