+66.4%
DOCN vs USFD
+188.5%
-122.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.1% | -14.3% |
| 7D | -29.3% | +3.9% | -33.2% | -31.1% |
| 30D | -46.0% | +10.7% | -56.7% | -49.5% |
| 3M | -43.2% | +6.3% | -49.5% | -46.0% |
| 6M | -53.7% | +16.2% | -70.0% | -59.0% |
| YTD | +46.9% | +41.9% | +5.1% | +10.7% |
| 1Y | +54.3% | +44.2% | +10.1% | +14.2% |
| 3Y | +185.5% | +159.8% | +25.8% | +41.4% |
| 5Y | -31.1% | +177.1% | -208.2% | -69.8% |
| All | +66.4% | +188.5% | -122.1% | -27.2% |
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 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