+28.8%
RBLX vs USFD
+156.3%
-127.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +1.2% | +1.7% | -0.4% | +0.8% |
| 30D | +5.0% | +10.2% | -5.2% | +2.5% |
| 3M | +31.5% | -1.5% | +33.0% | +31.6% |
| 6M | +18.9% | +27.3% | -8.4% | +11.0% |
| YTD | -38.4% | +44.0% | -82.4% | -47.3% |
| 1Y | -50.7% | +50.4% | -101.1% | -58.8% |
| 3Y | +28.8% | +153.6% | -124.8% | +0.7% |
| All | +28.8% | +156.3% | -127.5% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling