+317.7%
USFD vs RNG
+283.7%
+34.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.2% |
| 7D | -3.0% | +5.8% | -8.8% | -3.8% |
| 30D | +3.5% | +19.6% | -16.1% | +1.0% |
| 3M | +26.6% | +67.0% | -40.5% | +17.2% |
| 6M | +11.7% | +88.4% | -76.7% | +0.7% |
| YTD | +38.1% | +155.5% | -117.4% | +17.5% |
| 1Y | +33.4% | +141.7% | -108.3% | +14.0% |
| 3Y | +155.8% | +131.1% | +24.7% | +113.1% |
| 5Y | +214.0% | -70.6% | +284.6% | +225.0% |
| 10Y | +320.4% | +228.2% | +92.1% | +218.4% |
| All | +317.7% | +283.7% | +34.0% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling