+448.5%
RSG vs USFD
+369.2%
+79.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.0% | +8.4% | -6.4% | +0.4% |
| 30D | +14.2% | +12.7% | +1.4% | +11.7% |
| 3M | +15.8% | +1.1% | +14.6% | +15.3% |
| 6M | +24.6% | +30.2% | -5.6% | +18.6% |
| YTD | +18.2% | +45.8% | -27.6% | +9.7% |
| 1Y | +22.8% | +51.9% | -29.2% | +12.9% |
| 3Y | +62.4% | +158.5% | -96.1% | +34.6% |
| 5Y | +96.0% | +208.0% | -112.0% | +54.8% |
| 10Y | +448.5% | +376.6% | +71.9% | +300.9% |
| All | +448.5% | +369.2% | +79.3% | +300.9% |
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