+70.5%
DOCN vs USFD
+188.0%
-117.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -19.2% | +3.0% | -22.1% | -20.8% |
| 30D | -43.1% | +11.1% | -54.1% | -46.8% |
| 3M | -40.7% | -0.3% | -40.4% | -41.3% |
| 6M | -55.0% | +15.9% | -70.9% | -60.1% |
| YTD | +50.6% | +41.6% | +9.0% | +13.6% |
| 1Y | +54.0% | +49.4% | +4.6% | +11.2% |
| 3Y | +203.9% | +157.8% | +46.1% | +51.3% |
| 5Y | -29.4% | +176.6% | -206.0% | -69.0% |
| All | +70.5% | +188.0% | -117.4% | -25.3% |
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