+143.6%
DKNG vs USFD
+199.5%
-55.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +1.8% | -3.3% | +5.2% | +3.3% |
| 30D | -0.7% | -5.3% | +4.7% | +1.7% |
| 3M | -3.7% | +18.8% | -22.5% | -10.6% |
| 6M | -5.1% | +14.3% | -19.4% | -11.2% |
| YTD | -30.7% | +36.9% | -67.6% | -40.8% |
| 1Y | -48.5% | +31.7% | -80.2% | -55.3% |
| 3Y | -25.1% | +164.5% | -189.5% | -51.7% |
| 5Y | -62.3% | +212.6% | -274.9% | -76.7% |
| All | +143.6% | +199.5% | -55.9% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USFD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling