+32.9%
USFD vs DD
+37.5%
-4.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -3.0% | -3.5% | +0.5% | -2.7% |
| 30D | +3.5% | -10.3% | +13.8% | +4.5% |
| 3M | +26.6% | -7.5% | +34.1% | +27.4% |
| 6M | +11.7% | -8.0% | +19.7% | +12.1% |
| YTD | +38.1% | +10.5% | +27.7% | +32.5% |
| All | +32.9% | +37.5% | -4.6% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling