+192.6%
USFD vs DD
+58.5%
+134.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +3.0% | +4.6% | -1.7% | +0.7% |
| 30D | +11.1% | +11.8% | -0.7% | +5.8% |
| 3M | -0.3% | +2.2% | -2.4% | -1.6% |
| 6M | +15.9% | -1.6% | +17.5% | +15.5% |
| YTD | +41.6% | +23.0% | +18.6% | +26.1% |
| 1Y | +49.4% | +26.9% | +22.5% | +31.0% |
| 3Y | +157.8% | +77.9% | +80.0% | +80.8% |
| All | +192.6% | +58.5% | +134.1% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling