+61.0%
ROKU vs USFD
+24.9%
+36.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.6% |
| 7D | -3.0% | -7.0% | +4.0% | -3.2% |
| 30D | +0.7% | -10.3% | +11.0% | +0.5% |
| 3M | +26.5% | +9.2% | +17.3% | +27.5% |
| 6M | +52.6% | +7.4% | +45.2% | +53.9% |
| YTD | +40.9% | +29.4% | +11.6% | +40.0% |
| All | +61.0% | +24.9% | +36.1% | +61.1% |
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