+317.8%
ROST vs USFD
+375.5%
-57.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.8% | -0.2% | -1.7% | -1.7% |
| 30D | +6.8% | +12.3% | -5.5% | +1.5% |
| 3M | -4.0% | -0.7% | -3.3% | -4.0% |
| 6M | +12.9% | +31.3% | -18.4% | -0.9% |
| YTD | +34.7% | +45.7% | -11.0% | +11.6% |
| 1Y | +49.5% | +52.1% | -2.6% | +21.1% |
| 3Y | +101.5% | +158.2% | -56.8% | +26.0% |
| 5Y | +120.7% | +213.8% | -93.1% | +23.7% |
| 10Y | +317.8% | +367.0% | -49.2% | +73.9% |
| All | +317.8% | +375.5% | -57.7% | +73.9% |
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