+362.2%
USFD vs RBA
+224.6%
+137.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.3% |
| 7D | +3.0% | +4.3% | -1.3% | +1.6% |
| 30D | +11.1% | +16.3% | -5.3% | +5.5% |
| 3M | -0.3% | +1.3% | -1.6% | -1.1% |
| 6M | +15.9% | -11.1% | +26.9% | +18.8% |
| YTD | +41.6% | -8.5% | +50.1% | +41.5% |
| 1Y | +49.4% | -2.1% | +51.5% | +45.3% |
| 3Y | +157.8% | +44.6% | +113.3% | +110.7% |
| 5Y | +176.6% | +36.8% | +139.8% | +123.8% |
| All | +362.2% | +224.6% | +137.6% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling