+324.1%
USFD vs RGEN
+430.0%
-105.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.0% | -4.9% | +1.9% | -2.5% |
| 30D | +3.5% | +5.7% | -2.1% | +2.8% |
| 3M | +26.6% | +32.4% | -5.9% | +22.2% |
| 6M | +11.7% | +33.2% | -21.5% | +7.4% |
| YTD | +38.1% | +2.3% | +35.8% | +36.7% |
| 1Y | +33.4% | +39.0% | -5.6% | +26.8% |
| 3Y | +155.8% | -4.6% | +160.4% | +147.7% |
| 5Y | +214.0% | -42.7% | +256.7% | +204.3% |
| All | +324.1% | +430.0% | -105.9% | +233.4% |
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