+52.3%
DUK vs USFD
+204.0%
-151.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 3M | +3.5% | +1.0% | +2.5% | +3.2% |
| 6M | +5.0% | +30.3% | -25.3% | +1.8% |
| YTD | +12.2% | +46.0% | -33.8% | +7.2% |
| 1Y | +7.2% | +49.6% | -42.4% | +2.2% |
| 3Y | +63.0% | +166.3% | -103.2% | +44.1% |
| 5Y | +52.3% | +208.4% | -156.1% | +29.1% |
| All | +52.3% | +204.0% | -151.6% | +29.1% |
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 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