+343.5%
ROK vs USFD
+322.5%
+21.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.8% | -3.3% | +6.1% | +3.9% |
| 30D | -2.4% | -5.3% | +2.9% | -0.7% |
| 3M | -4.7% | +18.8% | -23.5% | -10.1% |
| 6M | +16.8% | +14.3% | +2.5% | +11.2% |
| YTD | +11.4% | +36.9% | -25.5% | -0.8% |
| 1Y | +26.2% | +31.7% | -5.5% | +13.5% |
| 3Y | +51.9% | +164.5% | -112.6% | +8.8% |
| 5Y | +46.4% | +212.6% | -166.2% | -2.5% |
| 10Y | +343.5% | +329.7% | +13.8% | +137.6% |
| All | +343.5% | +322.5% | +21.0% | +137.6% |
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