+50.4%
USFD vs REPL
+144.6%
-94.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.7% | +1.2% | +0.4% | +1.7% |
| 30D | +10.2% | +92.2% | -82.0% | +10.1% |
| 3M | -1.5% | +44.1% | -45.6% | -1.5% |
| 6M | +27.3% | +313.0% | -285.7% | +27.0% |
| YTD | +44.0% | +125.2% | -81.2% | +45.8% |
| 1Y | +50.4% | +143.8% | -93.4% | +51.3% |
| All | +50.4% | +144.6% | -94.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling