+328.2%
USFD vs RJF
+424.8%
-96.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.5% |
| 7D | +3.0% | +3.6% | -0.6% | +1.2% |
| 30D | +11.1% | +3.5% | +7.5% | +9.1% |
| 3M | -0.3% | -8.9% | +8.6% | +4.6% |
| 6M | +15.9% | +2.9% | +13.0% | +13.2% |
| YTD | +41.6% | +2.8% | +38.8% | +37.0% |
| 1Y | +49.4% | +2.7% | +46.7% | +44.3% |
| 3Y | +157.8% | +69.3% | +88.5% | +81.7% |
| 5Y | +176.6% | +75.0% | +101.6% | +86.5% |
| 10Y | +375.4% | +378.5% | -3.2% | +111.1% |
| All | +328.2% | +424.8% | -96.5% | +88.1% |
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