-54.8%
ROKU vs USFD
+197.4%
-252.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | +2.3% |
| 7D | -3.0% | -7.0% | +4.0% | +1.9% |
| 30D | +0.7% | -10.3% | +11.0% | +8.3% |
| 3M | +26.5% | +9.2% | +17.3% | +17.6% |
| 6M | +52.6% | +7.4% | +45.2% | +41.8% |
| YTD | +40.9% | +29.4% | +11.6% | +8.8% |
| 1Y | +57.6% | +24.8% | +32.8% | +24.3% |
| 3Y | +83.2% | +150.0% | -66.8% | -23.5% |
| 5Y | -54.8% | +195.5% | -250.3% | -83.1% |
| All | -54.8% | +197.4% | -252.2% | -83.1% |
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 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