+193.4%
ROP vs USFD
+369.7%
-176.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.9% |
| 7D | +2.1% | +3.0% | -0.8% | +1.5% |
| 30D | +32.9% | +11.1% | +21.9% | +30.0% |
| 3M | +20.3% | -0.3% | +20.6% | +20.3% |
| 6M | +36.8% | +15.9% | +20.9% | +32.2% |
| YTD | +8.1% | +41.6% | -33.5% | -0.8% |
| 1Y | +8.3% | +49.4% | -41.1% | -2.0% |
| 3Y | -3.2% | +157.8% | -161.1% | -22.6% |
| 5Y | +1.7% | +176.6% | -174.9% | -21.4% |
| All | +193.4% | +369.7% | -176.3% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling