+234.8%
RCL vs USFD
+215.8%
+19.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.0% |
| 6M | -6.7% | +11.7% | -18.4% | -15.8% |
| YTD | -3.9% | +38.1% | -42.1% | -29.3% |
| 1Y | -25.1% | +33.4% | -58.5% | -43.6% |
| 3Y | +179.1% | +155.8% | +23.3% | +13.7% |
| All | +234.8% | +215.8% | +19.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling