+3.0%
DUK vs USFD
+34.2%
-31.3%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | 0.0% | -3.0% | +3.0% | +0.4% |
| 30D | -1.7% | +3.5% | -5.2% | -2.2% |
| 3M | -0.4% | +26.6% | -27.0% | -3.0% |
| 6M | -7.2% | +11.7% | -18.9% | -8.5% |
| YTD | +5.3% | +38.1% | -32.9% | +1.0% |
| 1Y | +3.0% | +33.4% | -30.4% | +1.5% |
| All | +3.0% | +34.2% | -31.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling