+166.3%
USFD vs DRI
+70.6%
+95.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.6% |
| 7D | +3.9% | +3.1% | +0.8% | +2.9% |
| 30D | +12.8% | +16.2% | -3.4% | +7.7% |
| 3M | +1.0% | +8.4% | -7.4% | -1.7% |
| 6M | +30.3% | +19.0% | +11.3% | +23.0% |
| YTD | +46.0% | +28.8% | +17.1% | +34.2% |
| 1Y | +49.6% | +33.1% | +16.5% | +36.1% |
| 3Y | +166.3% | +70.8% | +95.5% | +120.8% |
| All | +166.3% | +70.6% | +95.7% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling