+97.7%
DOCN vs USFD
+196.8%
-99.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +8.5% | -15.6% | -11.8% |
| 7D | -20.0% | +7.8% | -27.9% | -23.9% |
| 30D | -38.8% | +16.2% | -54.9% | -44.4% |
| 3M | -34.8% | +11.0% | -45.8% | -39.7% |
| 6M | -22.8% | +20.7% | -43.5% | -33.2% |
| YTD | +74.6% | +46.0% | +28.7% | +29.1% |
| 1Y | +116.4% | +49.8% | +66.6% | +56.4% |
| 3Y | +239.3% | +167.3% | +72.1% | +65.0% |
| 5Y | -20.2% | +197.2% | -217.4% | -65.6% |
| All | +97.7% | +196.8% | -99.1% | -15.1% |
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