+190.3%
RDDT vs USFD
+80.2%
+110.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | +0.6% |
| 7D | -7.4% | -7.0% | -0.4% | -4.2% |
| 30D | -7.7% | -10.3% | +2.6% | -3.1% |
| 3M | -17.8% | +9.2% | -27.0% | -22.8% |
| 6M | +5.5% | +7.4% | -1.9% | -0.8% |
| YTD | -36.3% | +29.4% | -65.7% | -51.6% |
| 1Y | -39.0% | +24.8% | -63.9% | -52.0% |
| All | +190.3% | +80.2% | +110.1% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling