+371.2%
USFD vs DD
+105.4%
+265.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +0.1% |
| 7D | +3.9% | +9.8% | -5.9% | -1.4% |
| 30D | +12.8% | +19.3% | -6.5% | +2.6% |
| 3M | +1.0% | +9.4% | -8.4% | -4.2% |
| 6M | +30.3% | +4.8% | +25.5% | +25.3% |
| YTD | +46.0% | +30.2% | +15.7% | +23.1% |
| 1Y | +49.6% | +32.2% | +17.4% | +25.0% |
| 3Y | +166.3% | +93.1% | +73.2% | +70.1% |
| 5Y | +208.4% | +68.0% | +140.4% | +109.9% |
| 10Y | +371.2% | +98.5% | +272.8% | +151.4% |
| All | +371.2% | +105.4% | +265.9% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling