+152.4%
DKNG vs USFD
+177.0%
-24.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.7% |
| 7D | +3.0% | -8.4% | +11.4% | +6.8% |
| 30D | -3.0% | -14.1% | +11.0% | +3.3% |
| 3M | -17.6% | +4.5% | -22.1% | -19.4% |
| 6M | -3.2% | +4.4% | -7.6% | -6.0% |
| YTD | -28.2% | +26.6% | -54.8% | -36.7% |
| 1Y | -46.1% | +19.4% | -65.4% | -51.3% |
| 3Y | -22.2% | +144.6% | -166.8% | -48.3% |
| 5Y | -60.4% | +194.5% | -254.9% | -74.8% |
| All | +152.4% | +177.0% | -24.5% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling