+395.6%
USFD vs RPRX
+57.8%
+337.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | +0.6% |
| 7D | -3.3% | -2.8% | -0.6% | -2.6% |
| 30D | -5.3% | +7.2% | -12.5% | -7.3% |
| 3M | +18.8% | +10.9% | +7.9% | +15.0% |
| 6M | +14.3% | +34.6% | -20.3% | +4.4% |
| YTD | +36.9% | +59.0% | -22.1% | +19.1% |
| 1Y | +31.7% | +72.5% | -40.8% | +11.4% |
| 3Y | +164.5% | +124.1% | +40.4% | +103.7% |
| 5Y | +212.6% | +75.9% | +136.7% | +163.4% |
| All | +395.6% | +57.8% | +337.8% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling