+216.3%
USFD vs RBA
+45.3%
+171.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.0% | -2.9% | -0.1% | -2.4% |
| 30D | +3.5% | -12.3% | +15.8% | +6.2% |
| 3M | +26.6% | -20.5% | +47.1% | +31.9% |
| 6M | +11.7% | -18.5% | +30.2% | +15.5% |
| YTD | +38.1% | -18.2% | +56.4% | +41.0% |
| 1Y | +33.4% | -27.5% | +60.9% | +40.8% |
| 3Y | +155.8% | +38.1% | +117.7% | +122.5% |
| All | +216.3% | +45.3% | +171.1% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling