+317.7%
USFD vs RRC
+3.1%
+314.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | +26.6% | +4.0% | +22.6% | +25.7% |
| 6M | +11.7% | +1.6% | +10.1% | +11.1% |
| YTD | +38.1% | +19.7% | +18.4% | +34.1% |
| 1Y | +33.4% | +21.4% | +12.0% | +28.8% |
| 3Y | +155.8% | +29.7% | +126.2% | +141.7% |
| 5Y | +214.0% | +153.9% | +60.2% | +162.5% |
| 10Y | +320.4% | +10.8% | +309.5% | +218.1% |
| All | +317.7% | +3.1% | +314.5% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling