+48.8%
ROST vs USFD
+49.6%
-0.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.2% | +8.4% | -5.2% | +1.6% |
| 30D | +7.4% | +12.7% | -5.3% | +5.2% |
| 3M | -6.1% | +1.1% | -7.2% | -6.5% |
| 6M | +6.2% | +30.2% | -23.9% | +1.2% |
| YTD | +33.4% | +45.8% | -12.4% | +25.3% |
| 1Y | +48.8% | +51.9% | -3.1% | +38.7% |
| All | +48.8% | +49.6% | -0.8% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling