+208.4%
USFD vs RCAT
+71.1%
+137.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.4% | -8.3% | +2.7% |
| 7D | +3.9% | +1.1% | +2.8% | +3.7% |
| 30D | +12.8% | -22.0% | +34.9% | +13.6% |
| 3M | +1.0% | -51.1% | +52.1% | +3.2% |
| 6M | +30.3% | -56.6% | +86.9% | +32.7% |
| YTD | +46.0% | -43.3% | +89.2% | +45.2% |
| 1Y | +49.6% | -51.5% | +101.1% | +49.4% |
| 3Y | +166.3% | +411.4% | -245.1% | +125.5% |
| 5Y | +208.4% | +74.4% | +134.0% | +172.5% |
| All | +208.4% | +71.1% | +137.3% | +172.5% |
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