+330.2%
RCL vs USFD
+359.1%
-28.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -2.9% |
| 7D | -0.2% | +1.3% | -1.5% | -1.2% |
| 30D | +14.4% | +10.6% | +3.8% | +5.9% |
| 3M | +5.2% | -2.4% | +7.6% | +6.8% |
| 6M | +26.1% | +28.9% | -2.8% | +2.2% |
| YTD | +17.4% | +43.7% | -26.4% | -14.8% |
| 1Y | +24.7% | +48.5% | -23.8% | -12.2% |
| 3Y | +250.9% | +154.7% | +96.2% | +59.6% |
| 5Y | +293.8% | +218.4% | +75.5% | +51.6% |
| All | +330.2% | +359.1% | -28.9% | +37.0% |
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