+261.1%
RCL vs USFD
+188.3%
+72.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.5% |
| 7D | +6.5% | +3.0% | +3.6% | +4.1% |
| 30D | +15.9% | +11.1% | +4.8% | +6.8% |
| 3M | +2.7% | -0.3% | +2.9% | +2.5% |
| 6M | +15.2% | +15.9% | -0.6% | +0.7% |
| YTD | +19.2% | +41.6% | -22.4% | -14.4% |
| 1Y | +31.6% | +49.4% | -17.8% | -10.6% |
| 3Y | +274.2% | +157.8% | +116.3% | +50.4% |
| All | +261.1% | +188.3% | +72.8% | +25.7% |
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