+216.3%
USFD vs RL
+238.1%
-21.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | +3.5% | -7.8% | +11.3% | +6.6% |
| 3M | +26.6% | -4.0% | +30.6% | +27.8% |
| 6M | +11.7% | -1.9% | +13.6% | +10.9% |
| YTD | +38.1% | -0.2% | +38.3% | +35.5% |
| 1Y | +33.4% | +10.7% | +22.7% | +24.8% |
| 3Y | +155.8% | +210.8% | -54.9% | +39.8% |
| All | +216.3% | +238.1% | -21.8% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling