+216.3%
USFD vs DKS
+11.8%
+204.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -3.0% | +3.0% | -6.0% | -3.7% |
| 30D | +3.5% | -30.5% | +34.1% | +10.5% |
| 3M | +26.6% | -35.7% | +62.3% | +37.3% |
| 6M | +11.7% | -29.7% | +41.4% | +18.1% |
| YTD | +38.1% | -28.9% | +67.0% | +45.1% |
| 1Y | +33.4% | -35.9% | +69.3% | +43.0% |
| 3Y | +155.8% | +28.2% | +127.7% | +114.0% |
| All | +216.3% | +11.8% | +204.5% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling