+164.6%
DOCN vs USFD
+180.9%
-16.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.1% | -3.0% | +4.1% | +2.9% |
| 30D | -9.6% | +3.5% | -13.2% | -11.8% |
| 3M | -37.7% | +26.6% | -64.3% | -47.2% |
| 6M | +115.2% | +11.7% | +103.5% | +95.7% |
| YTD | +133.7% | +38.1% | +95.6% | +80.8% |
| 1Y | +250.2% | +33.4% | +216.8% | +175.9% |
| 3Y | +320.3% | +155.8% | +164.5% | +112.1% |
| 5Y | +53.1% | +214.0% | -160.9% | -30.5% |
| All | +164.6% | +180.9% | -16.3% | +18.9% |
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 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