+147.6%
RBRK vs USFD
+103.9%
+43.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | +3.7% | -3.3% | +7.0% | +4.6% |
| 30D | +1.7% | -5.3% | +7.0% | +3.2% |
| 3M | +27.7% | +18.8% | +9.0% | +21.6% |
| 6M | +60.3% | +14.3% | +46.0% | +53.1% |
| YTD | +19.8% | +36.9% | -17.1% | -0.1% |
| 1Y | -4.2% | +31.7% | -35.9% | -18.3% |
| All | +147.6% | +103.9% | +43.8% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling