+238.6%
RDW vs USFD
+145.6%
+93.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.5% |
| 7D | +4.8% | -8.0% | +12.8% | +10.8% |
| 30D | -19.5% | -13.1% | -6.5% | -11.7% |
| 3M | -26.9% | +6.5% | -33.4% | -31.4% |
| 6M | +17.8% | +5.7% | +12.0% | +9.1% |
| YTD | +43.0% | +27.5% | +15.5% | +2.8% |
| 1Y | +32.1% | +23.4% | +8.6% | -1.6% |
| All | +238.6% | +145.6% | +93.0% | +93.6% |
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