+149.1%
DUK vs USFD
+353.4%
-204.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.2% |
| 7D | -0.2% | +3.9% | -4.1% | -0.8% |
| 30D | +9.8% | +12.8% | -3.0% | +7.8% |
| 3M | +3.5% | +1.0% | +2.5% | +3.2% |
| 6M | +5.0% | +30.3% | -25.3% | +0.7% |
| YTD | +12.2% | +46.0% | -33.8% | +5.5% |
| 1Y | +7.2% | +49.6% | -42.4% | +0.4% |
| 3Y | +63.0% | +166.3% | -103.2% | +38.6% |
| 5Y | +52.3% | +208.4% | -156.1% | +24.2% |
| 10Y | +148.5% | +371.2% | -222.7% | +85.3% |
| All | +149.1% | +353.4% | -204.3% | +84.5% |
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 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