+400.2%
USFD vs RPRX
+66.6%
+333.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | +5.1% | -8.1% | -4.4% |
| 30D | +3.5% | +11.2% | -7.7% | +0.3% |
| 3M | +26.6% | +16.7% | +9.9% | +20.7% |
| 6M | +11.7% | +36.0% | -24.3% | +1.8% |
| YTD | +38.1% | +67.8% | -29.7% | +18.4% |
| 1Y | +33.4% | +76.7% | -43.3% | +12.1% |
| 3Y | +155.8% | +128.1% | +27.7% | +96.5% |
| 5Y | +214.0% | +82.9% | +131.2% | +161.5% |
| All | +400.2% | +66.6% | +333.6% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling