+54.7%
RSP vs USFD
+156.9%
-102.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -3.0% | +2.2% | 0.0% |
| 30D | -0.3% | +3.5% | -3.9% | -1.3% |
| 3M | +4.3% | +26.6% | -22.3% | -2.4% |
| 6M | +8.8% | +11.7% | -2.9% | +5.2% |
| YTD | +15.3% | +38.1% | -22.9% | +3.0% |
| 1Y | +18.3% | +33.4% | -15.1% | +6.9% |
| All | +54.7% | +156.9% | -102.2% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling