+214.3%
USFD vs RCAT
+41.8%
+172.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | +1.7% | -5.9% | +7.6% | +1.9% |
| 30D | +10.2% | -19.7% | +29.8% | +10.8% |
| 3M | -1.5% | -62.9% | +61.4% | +1.7% |
| 6M | +27.3% | -59.6% | +86.9% | +30.0% |
| YTD | +44.0% | -52.1% | +96.1% | +44.1% |
| 1Y | +50.4% | -50.9% | +101.3% | +49.8% |
| 3Y | +153.6% | +333.8% | -180.2% | +115.1% |
| All | +214.3% | +41.8% | +172.5% | +176.4% |
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 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