+353.3%
USFD vs RCAT
-99.8%
+453.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.9% | -1.3% |
| 7D | +1.3% | +15.6% | -14.3% | +1.2% |
| 30D | +10.6% | -24.1% | +34.7% | +10.8% |
| 3M | -2.4% | -61.9% | +59.4% | -1.7% |
| 6M | +28.9% | -64.3% | +93.2% | +29.7% |
| YTD | +43.7% | -50.4% | +94.1% | +43.9% |
| 1Y | +48.5% | -54.0% | +102.5% | +48.7% |
| 3Y | +154.7% | +347.2% | -192.5% | +147.8% |
| 5Y | +218.4% | +45.7% | +172.6% | +211.1% |
| All | +353.3% | -99.8% | +453.1% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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