+317.7%
USFD vs DD
+74.0%
+243.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -3.0% | -3.5% | +0.5% | -1.3% |
| 30D | +3.5% | -10.3% | +13.8% | +9.2% |
| 3M | +26.6% | -7.5% | +34.1% | +30.8% |
| 6M | +11.7% | -8.0% | +19.7% | +14.9% |
| YTD | +38.1% | +10.5% | +27.7% | +27.6% |
| 1Y | +33.4% | +38.3% | -4.9% | +8.2% |
| 3Y | +155.8% | +42.5% | +113.3% | +94.7% |
| 5Y | +214.0% | +60.2% | +153.9% | +118.4% |
| 10Y | +320.4% | +68.9% | +251.5% | +139.7% |
| All | +317.7% | +74.0% | +243.6% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling