+253.1%
RMBS vs USFD
+215.8%
+37.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -0.3% | -3.0% | +2.7% | +1.0% |
| 30D | -12.2% | +3.5% | -15.7% | -13.6% |
| 3M | -49.5% | +26.6% | -76.1% | -55.6% |
| 6M | -7.1% | +11.7% | -18.9% | -12.9% |
| YTD | -7.0% | +38.1% | -45.1% | -22.8% |
| 1Y | +13.3% | +33.4% | -20.0% | -4.5% |
| 3Y | +49.2% | +155.8% | -106.6% | -7.8% |
| All | +253.1% | +215.8% | +37.3% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling