+329.7%
USFD vs DD
+69.4%
+260.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | -5.3% | -7.4% | +2.1% | -1.6% |
| 3M | +18.8% | -6.4% | +25.2% | +22.1% |
| 6M | +14.3% | -2.5% | +16.8% | +14.0% |
| YTD | +36.9% | +10.2% | +26.6% | +26.5% |
| 1Y | +31.7% | +36.9% | -5.2% | +7.2% |
| 3Y | +164.5% | +47.0% | +117.4% | +96.7% |
| 5Y | +212.6% | +63.1% | +149.4% | +113.9% |
| 10Y | +329.7% | +68.2% | +261.6% | +139.5% |
| All | +329.7% | +69.4% | +260.4% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling