-16.0%
RKT vs USFD
+400.9%
-416.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.3% |
| 7D | +10.3% | +3.9% | +6.4% | +8.8% |
| 30D | +32.3% | +12.8% | +19.5% | +26.8% |
| 3M | +10.7% | +1.0% | +9.7% | +10.2% |
| 6M | -3.2% | +30.3% | -33.4% | -12.5% |
| YTD | -21.5% | +46.0% | -67.5% | -32.7% |
| 1Y | -6.0% | +49.6% | -55.6% | -20.1% |
| 3Y | +104.2% | +166.3% | -62.0% | +40.9% |
| 5Y | +2.5% | +208.4% | -205.9% | -34.1% |
| All | -16.0% | +400.9% | -416.8% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling