+7.9%
RDW vs USFD
+187.1%
-179.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.6% | +7.2% |
| 7D | +9.5% | -3.3% | +12.8% | +11.7% |
| 30D | -17.4% | -5.3% | -12.0% | -14.7% |
| 3M | -39.5% | +18.8% | -58.3% | -46.6% |
| 6M | +31.3% | +14.3% | +17.1% | +17.3% |
| YTD | +47.8% | +36.9% | +10.9% | +13.1% |
| 1Y | +33.8% | +31.7% | +2.1% | +5.5% |
| 3Y | +262.3% | +164.5% | +97.8% | +97.9% |
| 5Y | -5.7% | +212.6% | -218.3% | -51.7% |
| All | +7.9% | +187.1% | -179.2% | -44.8% |
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