+340.2%
RMD vs USFD
+329.0%
+11.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -5.0% | -3.0% | -2.0% | -4.6% |
| 30D | +2.2% | +3.5% | -1.3% | +1.6% |
| 3M | +17.8% | +26.6% | -8.7% | +13.5% |
| 6M | -11.3% | +11.7% | -23.0% | -13.0% |
| YTD | -4.4% | +38.1% | -42.6% | -9.8% |
| 1Y | -15.7% | +33.4% | -49.1% | -20.1% |
| 3Y | +47.7% | +155.8% | -108.1% | +26.3% |
| 5Y | -19.2% | +214.0% | -233.3% | -33.4% |
| 10Y | +280.4% | +320.4% | -40.0% | +223.9% |
| All | +340.2% | +329.0% | +11.2% | +273.7% |
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