+328.9%
USFD vs DRI
+364.2%
-35.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.2% |
| 7D | +3.9% | +3.7% | +0.2% | +1.6% |
| 30D | +10.7% | +13.5% | -2.8% | +1.9% |
| 3M | +6.3% | +10.4% | -4.1% | -0.8% |
| 6M | +16.2% | +19.5% | -3.3% | +2.2% |
| YTD | +41.9% | +28.2% | +13.7% | +17.7% |
| 1Y | +44.2% | +31.0% | +13.2% | +17.5% |
| 3Y | +159.8% | +67.1% | +92.7% | +69.0% |
| 5Y | +177.1% | +74.7% | +102.4% | +72.0% |
| 10Y | +376.2% | +376.2% | 0.0% | +57.8% |
| All | +328.9% | +364.2% | -35.3% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling