+192.6%
USFD vs DRI
+74.0%
+118.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | +3.0% | +2.8% | +0.1% | +1.6% |
| 30D | +11.1% | +13.3% | -2.2% | +4.4% |
| 3M | -0.3% | +8.2% | -8.5% | -4.4% |
| 6M | +15.9% | +17.5% | -1.7% | +5.9% |
| YTD | +41.6% | +26.9% | +14.7% | +23.3% |
| 1Y | +49.4% | +31.6% | +17.8% | +27.2% |
| 3Y | +157.8% | +67.0% | +90.9% | +79.1% |
| All | +192.6% | +74.0% | +118.6% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling