-6.3%
ROP vs USFD
+163.9%
-170.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | +8.4% | -8.2% | -1.4% |
| 30D | +30.3% | +12.7% | +17.6% | +27.4% |
| 3M | +17.8% | +1.1% | +16.6% | +17.2% |
| 6M | +38.9% | +30.2% | +8.7% | +32.6% |
| YTD | +7.6% | +45.8% | -38.2% | -2.5% |
| 1Y | +6.5% | +51.9% | -45.4% | -5.1% |
| 3Y | -6.3% | +158.5% | -164.7% | -29.2% |
| All | -6.3% | +163.9% | -170.1% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling