+92.8%
DKNG vs USFD
+215.1%
-122.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.1% | +1.7% | +0.4% | +1.3% |
| 30D | -0.1% | +10.2% | -10.2% | -4.2% |
| 3M | -25.7% | -1.5% | -24.2% | -25.5% |
| 6M | -24.5% | +27.3% | -51.9% | -32.3% |
| YTD | -45.2% | +44.0% | -89.2% | -54.3% |
| 1Y | -36.4% | +50.4% | -86.7% | -48.1% |
| 3Y | -46.9% | +153.6% | -200.5% | -65.4% |
| 5Y | -53.4% | +219.0% | -272.3% | -71.5% |
| All | +92.8% | +215.1% | -122.3% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling