+371.2%
USFD vs RL
+397.7%
-26.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.8% | +0.5% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +12.8% | +7.3% | +5.5% | +9.3% |
| 3M | +1.0% | +1.0% | -0.1% | +0.2% |
| 6M | +30.3% | +11.8% | +18.5% | +22.2% |
| YTD | +46.0% | +13.6% | +32.4% | +34.7% |
| 1Y | +49.6% | +24.0% | +25.6% | +32.3% |
| 3Y | +166.3% | +256.6% | -90.3% | +33.8% |
| 5Y | +208.4% | +240.2% | -31.8% | +53.3% |
| 10Y | +371.2% | +373.0% | -1.7% | +81.3% |
| All | +371.2% | +397.7% | -26.4% | +81.3% |
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