-6.3%
RKT vs USFD
+215.8%
-222.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | +2.1% | -3.0% | +5.1% | +3.6% |
| 30D | +1.4% | +3.5% | -2.1% | -0.7% |
| 3M | +6.3% | +26.6% | -20.3% | -6.6% |
| 6M | -15.5% | +11.7% | -27.2% | -20.9% |
| YTD | -27.4% | +38.1% | -65.5% | -40.4% |
| 1Y | -26.6% | +33.4% | -60.0% | -38.6% |
| 3Y | +41.2% | +155.8% | -114.6% | -20.0% |
| All | -6.3% | +215.8% | -222.1% | -55.1% |
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