+317.7%
USFD vs DRI
+336.7%
-19.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | -3.0% | +0.6% | -3.6% | -3.4% |
| 30D | +3.5% | +3.8% | -0.3% | +0.6% |
| 3M | +26.6% | +13.0% | +13.6% | +15.8% |
| 6M | +11.7% | +8.3% | +3.4% | +4.5% |
| YTD | +38.1% | +20.6% | +17.5% | +19.4% |
| 1Y | +33.4% | +6.5% | +26.9% | +24.4% |
| 3Y | +155.8% | +53.7% | +102.1% | +76.1% |
| 5Y | +214.0% | +72.7% | +141.4% | +95.2% |
| 10Y | +320.4% | +363.2% | -42.8% | +44.8% |
| All | +317.7% | +336.7% | -19.1% | +38.6% |
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