-42.7%
RMBS vs USFD
+14.3%
-57.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.1% | +6.9% |
| 7D | -12.0% | +3.0% | -14.9% | -10.3% |
| 30D | -33.1% | +11.1% | -44.2% | -30.1% |
| 3M | -23.7% | -0.3% | -23.4% | -23.7% |
| 6M | -42.7% | +15.9% | -58.6% | -32.8% |
| All | -42.7% | +14.3% | -57.0% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling