+150.4%
DUK vs USFD
+352.6%
-202.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | +9.4% | +12.3% | -2.9% | +7.5% |
| 3M | +5.4% | -0.7% | +6.1% | +5.4% |
| 6M | +4.9% | +31.3% | -26.4% | +0.6% |
| YTD | +12.7% | +45.7% | -33.0% | +6.1% |
| 1Y | +7.8% | +52.1% | -44.4% | +0.7% |
| 3Y | +63.3% | +158.2% | -94.9% | +39.5% |
| 5Y | +54.2% | +213.8% | -159.5% | +25.4% |
| 10Y | +156.8% | +367.0% | -210.2% | +91.6% |
| All | +150.4% | +352.6% | -202.2% | +85.5% |
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