+328.2%
USFD vs DKS
+333.4%
-5.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +3.0% | -2.1% | +5.1% | +3.7% |
| 30D | +11.1% | +7.3% | +3.7% | +8.6% |
| 3M | -0.3% | -28.4% | +28.1% | +7.8% |
| 6M | +15.9% | -36.9% | +52.8% | +29.7% |
| YTD | +41.6% | -27.3% | +68.9% | +50.2% |
| 1Y | +49.4% | -33.2% | +82.6% | +62.3% |
| 3Y | +157.8% | +32.2% | +125.7% | +105.2% |
| 5Y | +176.6% | +22.3% | +154.4% | +110.0% |
| 10Y | +375.4% | +230.5% | +144.9% | +72.3% |
| All | +328.2% | +333.4% | -5.2% | +45.7% |
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 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