+92.3%
RSG vs USFD
+215.8%
-123.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | +7.6% | +3.5% | +4.0% | +6.9% |
| 3M | +7.4% | +26.6% | -19.1% | +3.4% |
| 6M | -3.3% | +11.7% | -15.0% | -5.2% |
| YTD | +6.0% | +38.1% | -32.1% | -0.5% |
| 1Y | -3.7% | +33.4% | -37.1% | -9.1% |
| 3Y | +59.1% | +155.8% | -96.7% | +31.4% |
| All | +92.3% | +215.8% | -123.6% | +48.1% |
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 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