+329.7%
USFD vs RNG
+216.3%
+113.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | -0.3% |
| 7D | -3.3% | -0.8% | -2.5% | -3.3% |
| 30D | -5.3% | +11.4% | -16.7% | -6.8% |
| 3M | +18.8% | +72.1% | -53.3% | +9.5% |
| 6M | +14.3% | +67.9% | -53.7% | +4.7% |
| YTD | +36.9% | +144.3% | -107.5% | +17.0% |
| 1Y | +31.7% | +117.5% | -85.8% | +14.2% |
| 3Y | +164.5% | +123.9% | +40.6% | +120.8% |
| 5Y | +212.6% | -70.1% | +282.7% | +223.7% |
| 10Y | +329.7% | +215.9% | +113.8% | +217.4% |
| All | +329.7% | +216.3% | +113.4% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling