+348.7%
RMD vs USFD
+368.6%
-20.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.3% |
| 7D | +1.2% | +3.9% | -2.7% | +0.6% |
| 30D | +2.5% | +12.8% | -10.4% | +0.6% |
| 3M | +11.5% | +1.0% | +10.6% | +11.2% |
| 6M | +14.7% | +30.3% | -15.6% | +9.8% |
| YTD | -1.3% | +46.0% | -47.3% | -7.7% |
| 1Y | -5.3% | +49.6% | -54.9% | -11.8% |
| 3Y | +68.8% | +166.3% | -97.5% | +43.3% |
| 5Y | -5.9% | +208.4% | -214.3% | -22.5% |
| 10Y | +348.7% | +371.2% | -22.6% | +291.6% |
| All | +348.7% | +368.6% | -20.0% | +291.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling