-52.0%
DKNG vs USFD
+215.4%
-267.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.1% | +1.7% | +0.4% | +0.7% |
| 30D | -0.1% | +10.2% | -10.2% | -7.7% |
| 3M | -25.7% | -1.5% | -24.2% | -25.5% |
| 6M | -24.5% | +27.3% | -51.9% | -39.1% |
| YTD | -45.2% | +44.0% | -89.2% | -62.6% |
| 1Y | -36.4% | +50.4% | -86.7% | -58.7% |
| 3Y | -46.9% | +153.6% | -200.5% | -80.6% |
| All | -52.0% | +215.4% | -267.5% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling