+315.7%
USFD vs RJF
+428.4%
-112.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.1% |
| 7D | -7.0% | -0.3% | -6.7% | -6.9% |
| 30D | -10.3% | -2.0% | -8.3% | -9.5% |
| 3M | +9.2% | +16.3% | -7.1% | -0.2% |
| 6M | +7.4% | +16.9% | -9.5% | -2.5% |
| YTD | +29.4% | +10.4% | +18.9% | +20.3% |
| 1Y | +24.8% | +7.4% | +17.4% | +17.5% |
| 3Y | +150.0% | +72.2% | +77.8% | +72.9% |
| 5Y | +195.5% | +105.1% | +90.4% | +79.4% |
| 10Y | +315.7% | +430.9% | -115.2% | +68.3% |
| All | +315.7% | +428.4% | -112.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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