+412.8%
USFD vs RPRX
+75.3%
+337.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +11.1% | +18.6% | -7.5% | +5.7% |
| 3M | -0.3% | +18.0% | -18.3% | -5.1% |
| 6M | +15.9% | +33.8% | -17.9% | +6.1% |
| YTD | +41.6% | +76.6% | -34.9% | +19.5% |
| 1Y | +49.4% | +68.2% | -18.8% | +27.7% |
| 3Y | +157.8% | +161.5% | -3.7% | +89.6% |
| 5Y | +176.6% | +91.4% | +85.2% | +127.4% |
| All | +412.8% | +75.3% | +337.5% | +314.8% |
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