+166.5%
USFD vs REPL
+25.1%
+141.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.7% |
| 7D | +3.9% | +15.1% | -11.2% | +3.3% |
| 30D | +10.7% | +51.1% | -40.4% | +8.6% |
| 3M | +6.3% | +69.2% | -62.9% | +3.6% |
| 6M | +16.2% | +597.6% | -581.3% | +1.7% |
| YTD | +41.9% | +106.0% | -64.1% | +28.3% |
| 1Y | +44.2% | +133.3% | -89.1% | +29.3% |
| 3Y | +159.8% | +41.0% | +118.8% | +103.3% |
| 5Y | +177.1% | -40.1% | +217.3% | +131.3% |
| All | +166.5% | +25.1% | +141.3% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling