+426.1%
RSG vs USFD
+330.1%
+96.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | +3.3% | -5.3% | +8.6% | +4.3% |
| 3M | +8.5% | +18.8% | -10.3% | +5.2% |
| 6M | -3.5% | +14.3% | -17.8% | -6.0% |
| YTD | +5.5% | +36.9% | -31.4% | -0.9% |
| 1Y | -1.7% | +31.7% | -33.4% | -7.2% |
| 3Y | +56.9% | +164.5% | -107.6% | +29.6% |
| 5Y | +89.4% | +212.6% | -123.2% | +49.0% |
| All | +426.1% | +330.1% | +96.0% | +282.1% |
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