-5.4%
RKT vs USFD
+215.4%
-220.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -9.0% | +1.7% | -10.6% | -9.7% |
| 30D | +30.2% | +10.2% | +20.0% | +24.0% |
| 3M | -8.8% | -1.5% | -7.4% | -8.2% |
| 6M | -0.9% | +27.3% | -28.3% | -13.8% |
| YTD | -29.2% | +44.0% | -73.2% | -43.7% |
| 1Y | -20.1% | +50.4% | -70.4% | -38.0% |
| 3Y | +81.3% | +153.6% | -72.2% | +0.4% |
| All | -5.4% | +215.4% | -220.8% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling