+376.6%
USFD vs RGEN
+457.6%
-81.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +8.4% | -2.4% | +10.8% | +8.7% |
| 30D | +12.7% | +0.1% | +12.7% | +12.6% |
| 3M | +1.1% | +6.6% | -5.5% | 0.0% |
| 6M | +30.2% | +40.9% | -10.8% | +24.2% |
| YTD | +45.8% | +6.2% | +39.7% | +43.3% |
| 1Y | +51.9% | +19.4% | +32.5% | +47.1% |
| 3Y | +158.5% | +17.9% | +140.6% | +144.5% |
| 5Y | +208.0% | -34.0% | +242.1% | +195.0% |
| 10Y | +376.6% | +453.9% | -77.3% | +266.0% |
| All | +376.6% | +457.6% | -81.1% | +266.0% |
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