+379.0%
RCL vs USFD
+368.6%
+10.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +0.7% |
| 7D | +5.0% | +3.9% | +1.0% | +1.9% |
| 30D | +19.4% | +12.8% | +6.5% | +8.9% |
| 3M | +5.9% | +1.0% | +5.0% | +4.8% |
| 6M | +23.8% | +30.3% | -6.5% | -0.5% |
| YTD | +22.8% | +46.0% | -23.1% | -11.9% |
| 1Y | +34.3% | +49.6% | -15.4% | -6.1% |
| 3Y | +276.4% | +166.3% | +110.2% | +65.3% |
| 5Y | +281.6% | +208.4% | +73.2% | +50.4% |
| 10Y | +379.0% | +371.2% | +7.8% | +48.2% |
| All | +379.0% | +368.6% | +10.4% | +48.2% |
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