+31.7%
USFD vs DKS
-39.1%
+70.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.7% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | -5.3% | -36.6% | +31.3% | -2.8% |
| 3M | +18.8% | -37.6% | +56.4% | +21.9% |
| 6M | +14.3% | -32.1% | +46.4% | +16.6% |
| YTD | +36.9% | -32.3% | +69.2% | +39.8% |
| 1Y | +31.7% | -39.5% | +71.2% | +35.2% |
| All | +31.7% | -39.1% | +70.8% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling