+225.1%
RSP vs USFD
+329.0%
-104.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -3.0% | +2.2% | +0.1% |
| 30D | -0.3% | +3.5% | -3.9% | -1.4% |
| 3M | +4.3% | +26.6% | -22.3% | -2.8% |
| 6M | +8.8% | +11.7% | -2.9% | +4.9% |
| YTD | +15.3% | +38.1% | -22.9% | +3.8% |
| 1Y | +18.3% | +33.4% | -15.1% | +7.4% |
| 3Y | +52.8% | +155.8% | -103.0% | +14.0% |
| 5Y | +51.7% | +214.0% | -162.3% | +4.8% |
| 10Y | +208.5% | +320.4% | -111.9% | +87.9% |
| All | +225.1% | +329.0% | -104.0% | +97.9% |
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 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