+376.6%
USFD vs DRI
+343.2%
+33.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +8.4% | +4.2% | +4.2% | +5.6% |
| 30D | +12.7% | +15.7% | -2.9% | +2.4% |
| 3M | +1.1% | +5.8% | -4.6% | -3.0% |
| 6M | +30.2% | +18.4% | +11.7% | +14.9% |
| YTD | +45.8% | +28.2% | +17.6% | +20.7% |
| 1Y | +51.9% | +35.9% | +16.0% | +20.3% |
| 3Y | +158.5% | +67.7% | +90.7% | +66.5% |
| 5Y | +208.0% | +77.9% | +130.2% | +87.2% |
| 10Y | +376.6% | +338.7% | +37.9% | +57.7% |
| All | +376.6% | +343.2% | +33.3% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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