+53.4%
ROKU vs USFD
+49.6%
+3.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | +1.7% |
| 7D | +4.8% | +7.8% | -3.1% | +4.9% |
| 30D | +6.1% | +16.2% | -10.1% | +6.4% |
| 3M | +10.5% | +11.0% | -0.5% | +10.8% |
| 6M | +29.2% | +20.7% | +8.4% | +30.9% |
| YTD | +50.0% | +46.0% | +4.1% | +50.6% |
| 1Y | +53.4% | +49.8% | +3.6% | +52.7% |
| All | +53.4% | +49.6% | +3.8% | +52.7% |
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 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