+31.7%
USFD vs RNG
+121.6%
-89.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | -0.9% |
| 7D | -3.3% | -0.8% | -2.5% | -3.3% |
| 30D | -5.3% | +11.4% | -16.7% | -5.4% |
| 3M | +18.8% | +72.1% | -53.3% | +18.4% |
| 6M | +14.3% | +67.9% | -53.7% | +13.9% |
| YTD | +36.9% | +144.3% | -107.5% | +36.5% |
| 1Y | +31.7% | +117.5% | -85.8% | +30.6% |
| All | +31.7% | +121.6% | -89.8% | +30.6% |
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