+216.3%
USFD vs RJF
+106.8%
+109.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +3.5% | -1.3% | +4.8% | +3.9% |
| 3M | +26.6% | +18.9% | +7.7% | +15.8% |
| 6M | +11.7% | +15.0% | -3.3% | +3.6% |
| YTD | +38.1% | +12.2% | +25.9% | +28.6% |
| 1Y | +33.4% | +5.6% | +27.8% | +27.8% |
| 3Y | +155.8% | +74.9% | +81.0% | +79.4% |
| All | +216.3% | +106.8% | +109.5% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling