+162.8%
USFD vs RBA
+36.9%
+125.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.0% | -2.9% | -0.1% | -2.7% |
| 30D | +3.5% | -12.3% | +15.8% | +5.0% |
| 3M | +26.6% | -20.5% | +47.1% | +29.5% |
| 6M | +11.7% | -18.5% | +30.2% | +13.7% |
| YTD | +38.1% | -18.2% | +56.4% | +38.4% |
| 1Y | +33.4% | -27.5% | +60.9% | +37.8% |
| All | +162.8% | +36.9% | +125.9% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling