+367.0%
USFD vs RBA
+209.3%
+157.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +12.3% | +9.0% | +3.4% | +9.1% |
| 3M | -0.7% | +7.2% | -7.9% | -3.3% |
| 6M | +31.3% | -7.8% | +39.0% | +32.9% |
| YTD | +45.7% | -6.4% | +52.1% | +44.5% |
| 1Y | +52.1% | -4.2% | +56.3% | +49.3% |
| 3Y | +158.2% | +64.1% | +94.2% | +101.3% |
| 5Y | +213.8% | +48.4% | +165.3% | +144.6% |
| 10Y | +367.0% | +209.9% | +157.1% | +115.1% |
| All | +367.0% | +209.3% | +157.7% | +115.1% |
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