+317.7%
USFD vs RJF
+472.7%
-155.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +3.5% | -1.3% | +4.8% | +4.0% |
| 3M | +26.6% | +18.9% | +7.7% | +14.6% |
| 6M | +11.7% | +15.0% | -3.3% | +2.6% |
| YTD | +38.1% | +12.2% | +25.9% | +27.5% |
| 1Y | +33.4% | +5.6% | +27.8% | +26.9% |
| 3Y | +155.8% | +74.9% | +81.0% | +77.1% |
| 5Y | +214.0% | +106.6% | +107.4% | +92.8% |
| 10Y | +320.4% | +433.1% | -112.7% | +77.7% |
| All | +317.7% | +472.7% | -155.0% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling