+63.0%
DUK vs USFD
+167.5%
-104.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.1% |
| 7D | -0.2% | +3.9% | -4.1% | -0.7% |
| 30D | +9.8% | +12.8% | -3.0% | +8.4% |
| 3M | +3.5% | +1.0% | +2.5% | +3.2% |
| 6M | +5.0% | +30.3% | -25.3% | +2.5% |
| YTD | +12.2% | +46.0% | -33.8% | +8.6% |
| 1Y | +7.2% | +49.6% | -42.4% | +3.7% |
| 3Y | +63.0% | +166.3% | -103.2% | +46.8% |
| All | +63.0% | +167.5% | -104.5% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling