+157.8%
USFD vs RNG
+154.7%
+3.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | +3.0% | -11.3% | +14.3% | +3.8% |
| 30D | +11.1% | -5.7% | +16.7% | +11.4% |
| 3M | -0.3% | +16.8% | -17.1% | -1.7% |
| 6M | +15.9% | +58.5% | -42.6% | +11.1% |
| YTD | +41.6% | +151.3% | -109.7% | +28.3% |
| 1Y | +49.4% | +169.0% | -119.6% | +34.0% |
| 3Y | +157.8% | +156.9% | +0.9% | +128.2% |
| All | +157.8% | +154.7% | +3.2% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling