+213.8%
USFD vs RRC
+135.4%
+78.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | +12.3% | +25.2% | -12.9% | +8.2% |
| 3M | -0.7% | +27.8% | -28.5% | -4.8% |
| 6M | +31.3% | +27.2% | +4.0% | +25.6% |
| YTD | +45.7% | +48.2% | -2.5% | +35.5% |
| 1Y | +52.1% | +34.7% | +17.4% | +43.6% |
| 3Y | +158.2% | +62.2% | +96.0% | +132.1% |
| 5Y | +213.8% | +130.9% | +82.8% | +167.8% |
| All | +213.8% | +135.4% | +78.3% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling