+527.9%
RMBS vs USFD
+339.9%
+188.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.1% | +7.0% |
| 7D | -12.0% | +3.0% | -14.9% | -12.9% |
| 30D | -33.1% | +11.1% | -44.2% | -35.5% |
| 3M | -23.7% | -0.3% | -23.4% | -24.0% |
| 6M | -42.7% | +15.9% | -58.6% | -46.0% |
| YTD | -18.9% | +41.6% | -60.5% | -28.5% |
| 1Y | -30.0% | +49.4% | -79.4% | -39.3% |
| 3Y | +28.8% | +157.8% | -129.0% | -4.3% |
| 5Y | +210.5% | +176.6% | +33.9% | +122.7% |
| 10Y | +524.7% | +375.4% | +149.4% | +251.0% |
| All | +527.9% | +339.9% | +188.0% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling