+30.1%
ROK vs USFD
+215.4%
-185.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +7.1% | +1.7% | +5.4% | +6.5% |
| 30D | -5.0% | +10.2% | -15.1% | -8.3% |
| 3M | -9.4% | -1.5% | -7.9% | -9.1% |
| 6M | -11.0% | +27.3% | -38.3% | -19.3% |
| YTD | +4.4% | +44.0% | -39.5% | -11.5% |
| 1Y | +7.4% | +50.4% | -42.9% | -10.8% |
| 3Y | +61.0% | +153.6% | -92.6% | +6.7% |
| All | +30.1% | +215.4% | -185.3% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling