+157.8%
USFD vs RRC
+36.3%
+121.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.2% |
| 7D | +3.0% | -10.8% | +13.8% | +4.3% |
| 30D | +11.1% | +22.3% | -11.3% | +7.8% |
| 3M | -0.3% | +26.6% | -26.9% | -3.8% |
| 6M | +15.9% | +18.9% | -3.1% | +12.6% |
| YTD | +41.6% | +39.2% | +2.4% | +33.5% |
| 1Y | +49.4% | +34.0% | +15.4% | +41.5% |
| 3Y | +157.8% | +42.0% | +115.8% | +135.7% |
| All | +157.8% | +36.3% | +121.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling