+33.4%
USFD vs RNG
+144.7%
-111.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -3.0% | +5.8% | -8.8% | -3.0% |
| 30D | +3.5% | +19.6% | -16.1% | +3.4% |
| 3M | +26.6% | +67.0% | -40.5% | +25.9% |
| 6M | +11.7% | +88.4% | -76.7% | +11.4% |
| YTD | +38.1% | +155.5% | -117.4% | +37.8% |
| 1Y | +33.4% | +141.7% | -108.3% | +32.6% |
| All | +33.4% | +144.7% | -111.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling