+583.1%
ROKU vs USFD
+296.1%
+287.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.5% | +3.0% | +0.5% | +2.2% |
| 30D | +5.1% | +11.1% | -6.0% | +1.0% |
| 3M | +7.0% | -0.3% | +7.2% | +6.6% |
| 6M | +25.4% | +15.9% | +9.5% | +18.0% |
| YTD | +48.0% | +41.6% | +6.3% | +27.5% |
| 1Y | +53.1% | +49.4% | +3.7% | +29.1% |
| 3Y | +92.7% | +157.8% | -65.1% | +34.0% |
| 5Y | -42.4% | +176.6% | -219.0% | -60.7% |
| All | +583.1% | +296.1% | +287.0% | +478.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling