+13.3%
RMBS vs USFD
+34.2%
-20.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.3% | -3.0% | +2.7% | 0.0% |
| 30D | -12.2% | +3.5% | -15.7% | -12.4% |
| 3M | -49.5% | +26.6% | -76.1% | -52.5% |
| 6M | -7.1% | +11.7% | -18.9% | -8.8% |
| YTD | -7.0% | +38.1% | -45.1% | -14.7% |
| 1Y | +13.3% | +33.4% | -20.0% | +6.4% |
| All | +13.3% | +34.2% | -20.9% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling