+158.3%
USFD vs REPL
+37.4%
+120.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.8% |
| 7D | +3.9% | +15.1% | -11.2% | +3.8% |
| 30D | +10.7% | +51.1% | -40.4% | +10.2% |
| 3M | +6.3% | +69.2% | -62.9% | +5.7% |
| 6M | +16.2% | +597.6% | -581.3% | +12.5% |
| YTD | +41.9% | +106.0% | -64.1% | +38.7% |
| 1Y | +44.2% | +133.3% | -89.1% | +40.6% |
| All | +158.3% | +37.4% | +120.9% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling