+331.9%
RCL vs USFD
+359.9%
-28.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | +1.7% | -2.9% | -2.4% |
| 30D | +17.8% | +10.2% | +7.7% | +9.5% |
| 3M | +4.9% | -1.5% | +6.4% | +5.8% |
| 6M | +23.7% | +27.3% | -3.6% | +1.1% |
| YTD | +17.8% | +44.0% | -26.2% | -14.6% |
| 1Y | +28.9% | +50.4% | -21.4% | -10.1% |
| 3Y | +241.9% | +153.6% | +88.3% | +56.0% |
| 5Y | +295.4% | +219.0% | +76.4% | +52.0% |
| All | +331.9% | +359.9% | -28.0% | +37.4% |
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 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