-22.2%
DKNG vs USFD
+143.8%
-166.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.7% |
| 7D | +3.0% | -8.4% | +11.4% | +7.1% |
| 30D | -3.0% | -14.1% | +11.0% | +3.9% |
| 3M | -17.6% | +4.5% | -22.1% | -19.7% |
| 6M | -3.2% | +4.4% | -7.6% | -6.4% |
| YTD | -28.2% | +26.6% | -54.8% | -40.0% |
| 1Y | -46.1% | +19.4% | -65.4% | -53.0% |
| 3Y | -22.2% | +144.6% | -166.8% | -62.2% |
| All | -22.2% | +143.8% | -166.0% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling