+317.7%
USFD vs DAR
+328.0%
-10.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -3.0% | +1.4% | -4.4% | -3.6% |
| 30D | +3.5% | +12.8% | -9.3% | -1.6% |
| 3M | +26.6% | +7.4% | +19.2% | +21.8% |
| 6M | +11.7% | +22.3% | -10.6% | +1.3% |
| YTD | +38.1% | +81.1% | -43.0% | +6.5% |
| 1Y | +33.4% | +106.5% | -73.1% | -3.8% |
| 3Y | +155.8% | +5.3% | +150.5% | +131.7% |
| 5Y | +214.0% | -11.5% | +225.6% | +190.5% |
| 10Y | +320.4% | +353.3% | -33.0% | +63.8% |
| All | +317.7% | +328.0% | -10.4% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling