+216.3%
USFD vs RGEN
-42.4%
+258.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.0% | -4.9% | +1.9% | -2.4% |
| 30D | +3.5% | +5.7% | -2.1% | +2.6% |
| 3M | +26.6% | +32.4% | -5.9% | +20.7% |
| 6M | +11.7% | +33.2% | -21.5% | +5.8% |
| YTD | +38.1% | +2.3% | +35.8% | +36.3% |
| 1Y | +33.4% | +39.0% | -5.6% | +24.2% |
| 3Y | +155.8% | -4.6% | +160.4% | +145.3% |
| All | +216.3% | -42.4% | +258.8% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling