+373.2%
ROST vs USFD
+329.0%
+44.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.9% | -3.0% | +3.9% | +2.3% |
| 30D | -8.9% | +3.5% | -12.4% | -10.4% |
| 3M | -0.8% | +26.6% | -27.4% | -11.2% |
| 6M | +8.5% | +11.7% | -3.2% | +2.4% |
| YTD | +28.6% | +38.1% | -9.5% | +9.4% |
| 1Y | +52.3% | +33.4% | +19.0% | +31.2% |
| 3Y | +94.8% | +155.8% | -61.0% | +22.6% |
| 5Y | +110.8% | +214.0% | -103.3% | +18.5% |
| 10Y | +304.5% | +320.4% | -15.8% | +71.1% |
| All | +373.2% | +329.0% | +44.2% | +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