+105.8%
ROST vs USFD
+188.3%
-82.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +1.2% | +3.0% | -1.7% | -0.1% |
| 30D | +2.5% | +11.1% | -8.6% | -2.2% |
| 3M | -9.0% | -0.3% | -8.7% | -9.1% |
| 6M | +1.3% | +15.9% | -14.5% | -6.1% |
| YTD | +29.1% | +41.6% | -12.6% | +7.1% |
| 1Y | +45.4% | +49.4% | -4.0% | +17.2% |
| 3Y | +94.9% | +157.8% | -63.0% | +14.4% |
| All | +105.8% | +188.3% | -82.5% | +9.2% |
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