+216.3%
USFD vs DAR
-11.0%
+227.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | +3.5% | +12.8% | -9.3% | +0.7% |
| 3M | +26.6% | +7.4% | +19.2% | +24.0% |
| 6M | +11.7% | +22.3% | -10.6% | +5.8% |
| YTD | +38.1% | +81.1% | -43.0% | +19.1% |
| 1Y | +33.4% | +106.5% | -73.1% | +10.8% |
| 3Y | +155.8% | +5.3% | +150.5% | +150.2% |
| All | +216.3% | -11.0% | +227.3% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling