+216.3%
USFD vs RCAT
+183.7%
+32.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | -3.0% | -1.4% | -1.6% | -3.0% |
| 30D | +3.5% | -3.3% | +6.9% | +3.6% |
| 3M | +26.6% | -43.2% | +69.8% | +28.6% |
| 6M | +11.7% | -43.2% | +54.9% | +12.7% |
| YTD | +38.1% | +5.5% | +32.6% | +35.0% |
| 1Y | +33.4% | -1.6% | +35.0% | +29.6% |
| 3Y | +155.8% | +773.7% | -617.9% | +116.8% |
| All | +216.3% | +183.7% | +32.6% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling