-23.6%
RKT vs USFD
+369.7%
-393.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +6.0% | -3.3% | +9.3% | +7.2% |
| 30D | +0.7% | -5.3% | +6.0% | +2.6% |
| 3M | +11.8% | +18.8% | -7.0% | +4.7% |
| 6M | -7.6% | +14.3% | -21.9% | -12.6% |
| YTD | -28.7% | +36.9% | -65.5% | -37.3% |
| 1Y | -32.6% | +31.7% | -64.3% | -39.9% |
| 3Y | +42.1% | +164.5% | -122.4% | -1.7% |
| 5Y | -7.2% | +212.6% | -219.7% | -39.4% |
| All | -23.6% | +369.7% | -393.2% | -53.7% |
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 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