+295.0%
RCL vs USFD
+329.0%
-34.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.3% |
| 6M | -6.7% | +11.7% | -18.4% | -15.5% |
| YTD | -3.9% | +38.1% | -42.1% | -27.7% |
| 1Y | -25.1% | +33.4% | -58.5% | -42.5% |
| 3Y | +179.1% | +155.8% | +23.3% | +27.2% |
| 5Y | +243.3% | +214.0% | +29.3% | +35.2% |
| 10Y | +325.8% | +320.4% | +5.4% | +44.7% |
| All | +295.0% | +329.0% | -34.0% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling