+216.3%
USFD vs RRC
+156.2%
+60.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.0% | +1.3% | -4.3% | -3.2% |
| 30D | +3.5% | +10.1% | -6.6% | +2.0% |
| 3M | +26.6% | +4.0% | +22.6% | +25.6% |
| 6M | +11.7% | +1.6% | +10.1% | +11.0% |
| YTD | +38.1% | +19.7% | +18.4% | +33.4% |
| 1Y | +33.4% | +21.4% | +12.0% | +28.0% |
| 3Y | +155.8% | +29.7% | +126.2% | +139.1% |
| All | +216.3% | +156.2% | +60.1% | +155.5% |
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