+223.1%
RSP vs USFD
+340.6%
-117.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -1.4% | +3.9% | -5.4% | -2.6% |
| 30D | +2.1% | +10.7% | -8.6% | -0.9% |
| 3M | -0.9% | +6.3% | -7.3% | -3.0% |
| 6M | +7.5% | +16.2% | -8.7% | +2.3% |
| YTD | +14.6% | +41.9% | -27.3% | +2.2% |
| 1Y | +17.6% | +44.2% | -26.6% | +4.3% |
| 3Y | +60.8% | +159.8% | -99.0% | +19.3% |
| 5Y | +46.1% | +177.1% | -131.0% | +4.3% |
| 10Y | +221.4% | +376.2% | -154.8% | +91.8% |
| All | +223.1% | +340.6% | -117.5% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling