+371.2%
USFD vs RGEN
+508.6%
-137.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +2.7% |
| 7D | +3.9% | +3.5% | +0.4% | +3.5% |
| 30D | +12.8% | +2.9% | +9.9% | +12.4% |
| 3M | +1.0% | +9.2% | -8.2% | -0.4% |
| 6M | +30.3% | +44.9% | -14.7% | +24.0% |
| YTD | +46.0% | +9.2% | +36.8% | +42.9% |
| 1Y | +49.6% | +25.3% | +24.3% | +44.1% |
| 3Y | +166.3% | +21.7% | +144.5% | +151.1% |
| 5Y | +208.4% | -34.5% | +242.9% | +194.8% |
| 10Y | +371.2% | +478.9% | -107.7% | +261.0% |
| All | +371.2% | +508.6% | -137.4% | +261.0% |
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