+195.6%
ROP vs USFD
+339.9%
-144.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +20.0% | -0.3% | +20.3% | +19.9% |
| 6M | +36.4% | +15.9% | +20.5% | +31.9% |
| YTD | +7.8% | +41.6% | -33.8% | -1.0% |
| 1Y | +8.0% | +49.4% | -41.4% | -2.2% |
| 3Y | -3.5% | +157.8% | -161.3% | -22.7% |
| 5Y | +1.5% | +176.6% | -175.2% | -21.5% |
| 10Y | +198.5% | +375.4% | -176.9% | +100.7% |
| All | +195.6% | +339.9% | -144.3% | +99.4% |
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