+371.2%
USFD vs DKS
+244.9%
+126.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +1.5% |
| 7D | +3.9% | +3.8% | +0.1% | +2.8% |
| 30D | +12.8% | +8.1% | +4.8% | +10.1% |
| 3M | +1.0% | -28.6% | +29.6% | +9.4% |
| 6M | +30.3% | -33.6% | +63.9% | +43.6% |
| YTD | +46.0% | -23.8% | +69.7% | +52.5% |
| 1Y | +49.6% | -30.7% | +80.4% | +60.8% |
| 3Y | +166.3% | +41.5% | +124.7% | +106.4% |
| 5Y | +208.4% | +23.0% | +185.3% | +133.7% |
| 10Y | +371.2% | +236.0% | +135.3% | +62.9% |
| All | +371.2% | +244.9% | +126.3% | +62.9% |
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