+266.4%
ROK vs USFD
+368.6%
-102.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.6% |
| 7D | -11.5% | +3.9% | -15.5% | -12.6% |
| 30D | -10.0% | +12.8% | -22.8% | -13.5% |
| 3M | -11.4% | +1.0% | -12.4% | -11.9% |
| 6M | -13.7% | +30.3% | -43.9% | -21.2% |
| YTD | +1.0% | +46.0% | -44.9% | -12.0% |
| 1Y | +5.6% | +49.6% | -44.0% | -8.8% |
| 3Y | +59.1% | +166.3% | -107.2% | +13.8% |
| 5Y | +26.1% | +208.4% | -182.3% | -15.4% |
| 10Y | +266.4% | +371.2% | -104.8% | +102.5% |
| All | +266.4% | +368.6% | -102.2% | +102.5% |
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