+317.7%
USFD vs DKS
+324.2%
-6.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -3.0% | +3.0% | -6.0% | -4.0% |
| 30D | +3.5% | -30.5% | +34.1% | +13.3% |
| 3M | +26.6% | -35.7% | +62.3% | +41.6% |
| 6M | +11.7% | -29.7% | +41.4% | +20.6% |
| YTD | +38.1% | -28.9% | +67.0% | +47.9% |
| 1Y | +33.4% | -35.9% | +69.3% | +46.6% |
| 3Y | +155.8% | +28.2% | +127.7% | +105.8% |
| 5Y | +214.0% | +11.8% | +202.2% | +146.0% |
| 10Y | +320.4% | +211.6% | +108.8% | +54.4% |
| All | +317.7% | +324.2% | -6.6% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling