-16.7%
RKT vs USFD
+386.0%
-402.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +17.7% | +3.0% | +14.7% | +16.5% |
| 30D | +31.6% | +11.1% | +20.6% | +27.0% |
| 3M | +13.9% | -0.3% | +14.2% | +14.0% |
| 6M | +2.8% | +15.9% | -13.1% | -3.1% |
| YTD | -22.2% | +41.6% | -63.8% | -32.5% |
| 1Y | -3.5% | +49.4% | -52.9% | -17.9% |
| 3Y | +95.3% | +157.8% | -62.6% | +36.3% |
| 5Y | -0.4% | +176.6% | -177.0% | -34.8% |
| All | -16.7% | +386.0% | -402.6% | -50.1% |
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 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