+546.0%
RMBS vs USFD
+322.5%
+223.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +3.0% | -3.3% | +6.3% | +4.0% |
| 30D | -14.4% | -5.3% | -9.1% | -13.0% |
| 3M | -42.8% | +18.8% | -61.6% | -46.2% |
| 6M | -1.4% | +14.3% | -15.7% | -6.0% |
| YTD | -5.4% | +36.9% | -42.3% | -15.4% |
| 1Y | +18.6% | +31.7% | -13.1% | +7.2% |
| 3Y | +57.3% | +164.5% | -107.2% | +16.3% |
| 5Y | +265.7% | +212.6% | +53.1% | +155.5% |
| 10Y | +546.0% | +329.7% | +216.3% | +253.0% |
| All | +546.0% | +322.5% | +223.5% | +253.0% |
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 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