+60.1%
DOCN vs USFD
+215.8%
-155.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.1% | -3.0% | +4.1% | +3.2% |
| 30D | -9.6% | +3.5% | -13.2% | -12.1% |
| 3M | -37.7% | +26.6% | -64.3% | -48.3% |
| 6M | +115.2% | +11.7% | +103.5% | +93.0% |
| YTD | +133.7% | +38.1% | +95.6% | +74.1% |
| 1Y | +250.2% | +33.4% | +216.8% | +166.3% |
| 3Y | +320.3% | +155.8% | +164.5% | +87.4% |
| All | +60.1% | +215.8% | -155.8% | -43.7% |
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