+620.0%
RMBS vs USFD
+329.0%
+290.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.3% | -3.0% | +2.7% | +0.5% |
| 30D | -12.2% | +3.5% | -15.7% | -13.1% |
| 3M | -49.5% | +26.6% | -76.1% | -53.5% |
| 6M | -7.1% | +11.7% | -18.9% | -10.9% |
| YTD | -7.0% | +38.1% | -45.1% | -17.0% |
| 1Y | +13.3% | +33.4% | -20.0% | +2.2% |
| 3Y | +49.2% | +155.8% | -106.6% | +11.6% |
| 5Y | +250.0% | +214.0% | +35.9% | +144.6% |
| 10Y | +495.1% | +320.4% | +174.8% | +243.3% |
| All | +620.0% | +329.0% | +290.9% | +314.8% |
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 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