+321.0%
USFD vs RL
+313.2%
+7.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | +3.5% | -7.8% | +11.3% | +7.1% |
| 3M | +26.6% | -4.0% | +30.6% | +28.0% |
| 6M | +11.7% | -1.9% | +13.6% | +10.6% |
| YTD | +38.1% | -0.2% | +38.3% | +35.1% |
| 1Y | +33.4% | +10.7% | +22.7% | +23.8% |
| 3Y | +155.8% | +210.8% | -54.9% | +36.8% |
| 5Y | +214.0% | +238.2% | -24.2% | +55.2% |
| All | +321.0% | +313.2% | +7.9% | +73.9% |
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