+328.9%
USFD vs RCAT
-99.3%
+428.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.9% | +12.1% | -2.7% |
| 7D | +3.9% | -32.6% | +36.5% | +4.3% |
| 30D | +10.7% | -46.3% | +57.0% | +11.3% |
| 3M | +6.3% | -60.7% | +67.0% | +7.1% |
| 6M | +16.2% | -67.4% | +83.6% | +17.1% |
| YTD | +41.9% | -57.1% | +98.9% | +42.3% |
| 1Y | +44.2% | -63.8% | +108.0% | +44.8% |
| 3Y | +159.8% | +268.1% | -108.3% | +152.9% |
| 5Y | +177.1% | +25.2% | +151.9% | +170.9% |
| 10Y | +376.2% | -99.7% | +475.8% | +327.4% |
| All | +328.9% | -99.3% | +428.2% | +277.7% |
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