+112.0%
ROST vs USFD
+215.4%
-103.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.3% | +1.7% | -1.4% | -0.5% |
| 30D | +0.5% | +10.2% | -9.7% | -3.8% |
| 3M | -5.2% | -1.5% | -3.7% | -4.9% |
| 6M | +9.8% | +27.3% | -17.5% | -2.5% |
| YTD | +29.4% | +44.0% | -14.6% | +6.6% |
| 1Y | +44.4% | +50.4% | -6.0% | +16.1% |
| 3Y | +95.0% | +153.6% | -58.6% | +15.6% |
| All | +112.0% | +215.4% | -103.5% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling