+140.9%
ROP vs USFD
+322.6%
-181.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -4.4% | -3.0% | -1.4% | -3.8% |
| 30D | +3.2% | +3.5% | -0.3% | +2.4% |
| 3M | +23.1% | +26.6% | -3.5% | +17.0% |
| 6M | +13.3% | +11.7% | +1.6% | +10.3% |
| YTD | -7.9% | +38.1% | -46.0% | -15.0% |
| 1Y | -22.1% | +33.4% | -55.4% | -27.6% |
| 3Y | -16.8% | +155.8% | -172.6% | -33.4% |
| 5Y | -13.5% | +214.0% | -227.6% | -35.0% |
| All | +140.9% | +322.6% | -181.7% | +63.2% |
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