+159.5%
USFD vs REPL
-6.0%
+165.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.3% |
| 7D | -3.0% | -3.0% | 0.0% | -2.9% |
| 30D | +3.5% | +27.1% | -23.6% | +2.4% |
| 3M | +26.6% | +52.4% | -25.8% | +21.8% |
| 6M | +11.7% | +107.4% | -95.7% | +0.9% |
| YTD | +38.1% | +54.7% | -16.6% | +26.7% |
| 1Y | +33.4% | +158.9% | -125.5% | +14.7% |
| 3Y | +155.8% | -23.7% | +179.5% | +111.2% |
| 5Y | +214.0% | -54.3% | +268.4% | +165.2% |
| All | +159.5% | -6.0% | +165.5% | +82.5% |
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