+317.7%
USFD vs RBA
+209.8%
+107.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.0% | -2.9% | -0.1% | -2.1% |
| 30D | +3.5% | -12.3% | +15.8% | +7.5% |
| 3M | +26.6% | -20.5% | +47.1% | +34.4% |
| 6M | +11.7% | -18.5% | +30.2% | +17.3% |
| YTD | +38.1% | -18.2% | +56.4% | +43.2% |
| 1Y | +33.4% | -27.5% | +60.9% | +43.9% |
| 3Y | +155.8% | +38.1% | +117.7% | +115.9% |
| 5Y | +214.0% | +44.8% | +169.2% | +151.7% |
| 10Y | +320.4% | +187.1% | +133.2% | +135.9% |
| All | +317.7% | +209.8% | +107.9% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling