+157.8%
USFD vs RBA
+42.3%
+115.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +3.0% | +4.3% | -1.3% | +2.5% |
| 30D | +11.1% | +16.3% | -5.3% | +9.4% |
| 3M | -0.3% | +1.3% | -1.6% | -0.5% |
| 6M | +15.9% | -11.1% | +26.9% | +16.9% |
| YTD | +41.6% | -8.5% | +50.1% | +40.0% |
| 1Y | +49.4% | -2.1% | +51.5% | +45.0% |
| 3Y | +157.8% | +44.6% | +113.3% | +141.1% |
| All | +157.8% | +42.3% | +115.5% | +141.1% |
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