-22.2%
RKT vs USFD
+374.0%
-396.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +2.1% | -3.0% | +5.1% | +3.2% |
| 30D | +1.4% | +3.5% | -2.1% | 0.0% |
| 3M | +6.3% | +26.6% | -20.3% | -2.9% |
| 6M | -15.5% | +11.7% | -27.2% | -19.3% |
| YTD | -27.4% | +38.1% | -65.5% | -36.4% |
| 1Y | -26.6% | +33.4% | -60.0% | -34.9% |
| 3Y | +41.2% | +155.8% | -114.6% | -1.2% |
| 5Y | -6.4% | +214.0% | -220.5% | -39.1% |
| All | -22.2% | +374.0% | -396.2% | -53.0% |
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