+133.8%
DUK vs USFD
+329.0%
-195.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | 0.0% | -3.0% | +3.0% | +0.4% |
| 30D | -1.7% | +3.5% | -5.2% | -2.2% |
| 3M | -0.4% | +26.6% | -27.0% | -3.9% |
| 6M | -7.2% | +11.7% | -18.9% | -8.9% |
| YTD | +5.3% | +38.1% | -32.9% | -0.1% |
| 1Y | +3.0% | +33.4% | -30.4% | -1.9% |
| 3Y | +53.1% | +155.8% | -102.8% | +30.9% |
| 5Y | +37.9% | +214.0% | -176.1% | +12.0% |
| 10Y | +124.8% | +320.4% | -195.5% | +68.6% |
| All | +133.8% | +329.0% | -195.3% | +74.8% |
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 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