+362.2%
USFD vs RGEN
+527.2%
-165.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.5% |
| 7D | +3.0% | -1.9% | +4.9% | +3.1% |
| 30D | +11.1% | +3.7% | +7.3% | +10.5% |
| 3M | -0.3% | +8.8% | -9.1% | -1.6% |
| 6M | +15.9% | +38.0% | -22.1% | +10.9% |
| YTD | +41.6% | +5.9% | +35.7% | +39.2% |
| 1Y | +49.4% | +19.7% | +29.7% | +44.6% |
| 3Y | +157.8% | +20.5% | +137.3% | +143.4% |
| 5Y | +176.6% | -35.0% | +211.6% | +165.1% |
| All | +362.2% | +527.2% | -165.0% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling