+31.3%
USFD vs QSR
-2.1%
+33.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.5% |
| 7D | -0.2% | -2.2% | +2.0% | +0.9% |
| 30D | +12.3% | +7.8% | +4.5% | +8.9% |
| 3M | -0.7% | +5.5% | -6.2% | -2.8% |
| 6M | +31.3% | -0.2% | +31.5% | +31.5% |
| All | +31.3% | -2.1% | +33.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 6mo: compounded portfolio wealth divided by compounded QSR 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…
6mo analysis · Full analysis span regression · 6 months rolling