+317.7%
USFD vs RCAT
-98.3%
+415.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | +26.6% | -43.2% | +69.8% | +27.1% |
| 6M | +11.7% | -43.2% | +54.9% | +12.0% |
| YTD | +38.1% | +5.5% | +32.6% | +37.5% |
| 1Y | +33.4% | -1.6% | +35.0% | +32.6% |
| 3Y | +155.8% | +773.7% | -617.9% | +147.2% |
| 5Y | +214.0% | +187.6% | +26.4% | +204.5% |
| 10Y | +320.4% | -98.5% | +418.8% | +270.2% |
| All | +317.7% | -98.3% | +415.9% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling