-26.0%
RBLX vs USFD
+179.3%
-205.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | +7.9% | +1.3% | +6.6% | +7.3% |
| 30D | +3.9% | +10.6% | -6.7% | -0.7% |
| 3M | +44.7% | -2.4% | +47.1% | +45.6% |
| 6M | +23.8% | +28.9% | -5.1% | +9.0% |
| YTD | -36.5% | +43.7% | -80.3% | -48.7% |
| 1Y | -50.7% | +48.5% | -99.2% | -61.0% |
| 3Y | +33.8% | +154.7% | -120.9% | -21.4% |
| 5Y | -52.2% | +218.4% | -270.6% | -75.8% |
| All | -26.0% | +179.3% | -205.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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