+61.6%
RSP vs USFD
+159.7%
-98.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.2% |
| 7D | -1.4% | +3.9% | -5.4% | -2.5% |
| 30D | +2.1% | +10.7% | -8.6% | -0.5% |
| 3M | -0.9% | +6.3% | -7.3% | -2.7% |
| 6M | +7.5% | +16.2% | -8.7% | +2.9% |
| YTD | +14.6% | +41.9% | -27.3% | +1.6% |
| 1Y | +17.6% | +44.2% | -26.6% | +3.5% |
| All | +61.6% | +159.7% | -98.0% | +17.2% |
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