+328.9%
USFD vs DAR
+232.9%
+96.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.6% |
| 7D | +3.9% | -8.1% | +12.0% | +7.2% |
| 30D | +10.7% | -17.1% | +27.8% | +18.4% |
| 3M | +6.3% | -12.3% | +18.6% | +10.5% |
| 6M | +16.2% | -21.8% | +38.0% | +25.4% |
| YTD | +41.9% | +40.8% | +1.0% | +19.6% |
| 1Y | +44.2% | +57.4% | -13.2% | +15.8% |
| 3Y | +159.8% | +12.1% | +147.7% | +120.7% |
| 5Y | +177.1% | -40.2% | +217.3% | +205.4% |
| 10Y | +376.2% | +280.1% | +96.1% | +102.1% |
| All | +328.9% | +232.9% | +96.0% | +81.8% |
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