+25.0%
ROK vs USFD
+49.6%
-24.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.5% | -9.0% | -0.8% |
| 7D | 0.0% | +7.8% | -7.8% | -0.2% |
| 30D | -2.5% | +16.2% | -18.7% | -3.1% |
| 3M | 0.0% | +11.0% | -11.0% | -0.4% |
| 6M | +11.6% | +20.7% | -9.2% | +11.0% |
| YTD | +15.2% | +46.0% | -30.8% | +12.4% |
| 1Y | +25.0% | +49.8% | -24.8% | +21.8% |
| All | +25.0% | +49.6% | -24.6% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling