+39.6%
DUK vs USFD
+214.9%
-175.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +0.9% |
| 7D | +0.7% | -3.3% | +4.1% | +1.1% |
| 30D | -2.0% | -5.3% | +3.3% | -1.5% |
| 3M | +0.2% | +18.8% | -18.6% | -1.6% |
| 6M | -6.9% | +14.3% | -21.2% | -8.3% |
| YTD | +6.1% | +36.9% | -30.7% | +2.5% |
| 1Y | +4.4% | +31.7% | -27.3% | +1.2% |
| 3Y | +49.1% | +164.5% | -115.3% | +32.8% |
| 5Y | +39.6% | +212.6% | -173.0% | +18.2% |
| All | +39.6% | +214.9% | -175.3% | +18.2% |
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