+359.6%
USFD vs DKS
+226.2%
+133.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | +12.3% | +8.9% | +3.4% | +9.3% |
| 3M | -0.7% | -26.4% | +25.7% | +6.6% |
| 6M | +31.3% | -31.1% | +62.3% | +42.9% |
| YTD | +45.7% | -22.8% | +68.5% | +51.6% |
| 1Y | +52.1% | -29.5% | +81.6% | +62.6% |
| 3Y | +158.2% | +42.8% | +115.4% | +99.6% |
| 5Y | +213.8% | +29.2% | +184.6% | +133.5% |
| All | +359.6% | +226.2% | +133.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling