+50.5%
USFD vs RNG
+174.3%
-123.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -0.2% | -3.5% | +3.3% | -0.2% |
| 30D | +12.3% | -3.8% | +16.1% | +12.3% |
| 3M | -0.7% | +18.6% | -19.3% | -0.8% |
| 6M | +31.3% | +69.2% | -37.9% | +30.7% |
| YTD | +45.7% | +161.9% | -116.2% | +46.3% |
| All | +50.5% | +174.3% | -123.8% | +47.8% |
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