+371.2%
USFD vs RJF
+371.5%
-0.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.4% |
| 7D | +3.9% | +3.4% | +0.5% | +2.1% |
| 30D | +12.8% | +5.9% | +6.9% | +9.4% |
| 3M | +1.0% | -4.6% | +5.6% | +3.4% |
| 6M | +30.3% | +9.5% | +20.8% | +22.7% |
| YTD | +46.0% | +6.0% | +40.0% | +38.6% |
| 1Y | +49.6% | +4.3% | +45.3% | +43.1% |
| 3Y | +166.3% | +76.6% | +89.7% | +80.5% |
| 5Y | +208.4% | +80.6% | +127.8% | +100.4% |
| 10Y | +371.2% | +346.5% | +24.8% | +103.3% |
| All | +371.2% | +371.5% | -0.2% | +103.3% |
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