+362.2%
USFD vs RL
+356.1%
+6.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +3.0% | -4.2% | +7.1% | +4.9% |
| 30D | +11.1% | +4.3% | +6.8% | +9.0% |
| 3M | -0.3% | -4.6% | +4.3% | +1.5% |
| 6M | +15.9% | +1.7% | +14.2% | +13.5% |
| YTD | +41.6% | +7.3% | +34.3% | +34.0% |
| 1Y | +49.4% | +20.8% | +28.6% | +33.7% |
| 3Y | +157.8% | +247.0% | -89.1% | +31.0% |
| 5Y | +176.6% | +225.5% | -48.8% | +40.3% |
| All | +362.2% | +356.1% | +6.1% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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