+328.2%
USFD vs RNG
+277.4%
+50.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | +3.0% | -11.3% | +14.3% | +4.5% |
| 30D | +11.1% | -5.7% | +16.7% | +11.7% |
| 3M | -0.3% | +16.8% | -17.1% | -2.8% |
| 6M | +15.9% | +58.5% | -42.6% | +7.3% |
| YTD | +41.6% | +151.3% | -109.7% | +20.3% |
| 1Y | +49.4% | +169.0% | -119.6% | +25.5% |
| 3Y | +157.8% | +156.9% | +0.9% | +110.9% |
| 5Y | +176.6% | -69.0% | +245.6% | +184.1% |
| 10Y | +375.4% | +262.0% | +113.4% | +257.4% |
| All | +328.2% | +277.4% | +50.8% | +225.9% |
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