+345.6%
RCL vs USFD
+322.6%
+23.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -5.1% | -3.0% | -2.1% | -2.9% |
| 30D | -19.0% | +3.5% | -22.5% | -21.5% |
| 3M | -9.6% | +26.6% | -36.1% | -25.5% |
| 6M | -6.7% | +11.7% | -18.4% | -15.6% |
| YTD | -3.9% | +38.1% | -42.1% | -27.9% |
| 1Y | -25.1% | +33.4% | -58.5% | -42.6% |
| 3Y | +179.1% | +155.8% | +23.3% | +26.0% |
| 5Y | +243.3% | +214.0% | +29.3% | +33.6% |
| All | +345.6% | +322.6% | +23.0% | +44.2% |
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