+158.3%
USFD vs DAR
+13.0%
+145.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.6% |
| 7D | +3.9% | -8.1% | +12.0% | +4.6% |
| 30D | +10.7% | -17.1% | +27.8% | +12.3% |
| 3M | +6.3% | -12.3% | +18.6% | +7.1% |
| 6M | +16.2% | -21.8% | +38.0% | +18.3% |
| YTD | +41.9% | +40.8% | +1.0% | +34.8% |
| 1Y | +44.2% | +57.4% | -13.2% | +35.3% |
| All | +158.3% | +13.0% | +145.3% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling