+580.2%
RMBS vs USFD
+353.4%
+226.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.3% | +7.4% |
| 7D | -3.9% | +3.9% | -7.8% | -5.1% |
| 30D | -24.9% | +12.8% | -37.7% | -27.8% |
| 3M | -20.5% | +1.0% | -21.4% | -21.1% |
| 6M | -37.5% | +30.3% | -67.8% | -43.2% |
| YTD | -12.1% | +46.0% | -58.1% | -23.2% |
| 1Y | -25.0% | +49.6% | -74.6% | -35.0% |
| 3Y | +36.1% | +166.3% | -130.2% | +0.2% |
| 5Y | +236.1% | +208.4% | +27.7% | +134.8% |
| 10Y | +541.3% | +371.2% | +170.1% | +260.0% |
| All | +580.2% | +353.4% | +226.8% | +283.9% |
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