+555.1%
RMBS vs USFD
+359.1%
+196.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +21.9% | +1.3% | +20.6% | +21.5% |
| 30D | -13.4% | +10.6% | -24.0% | -16.3% |
| 3M | -15.9% | -2.4% | -13.5% | -15.6% |
| 6M | -34.8% | +28.9% | -63.7% | -40.5% |
| YTD | -7.5% | +43.7% | -51.3% | -18.8% |
| 1Y | -16.9% | +48.5% | -65.4% | -27.8% |
| 3Y | +35.5% | +154.7% | -119.2% | +0.9% |
| 5Y | +254.2% | +218.4% | +35.8% | +145.6% |
| All | +555.1% | +359.1% | +196.1% | +259.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling