+49.8%
USFD vs RRX
+30.0%
+19.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -3.6% | +12.1% | +8.6% |
| 7D | +7.8% | +7.6% | +0.2% | +7.3% |
| 30D | +16.2% | +7.5% | +8.7% | +15.6% |
| 3M | +11.0% | -21.0% | +32.0% | +12.9% |
| 6M | +20.7% | -18.1% | +38.8% | +21.9% |
| YTD | +46.0% | +24.3% | +21.7% | +27.9% |
| 1Y | +49.8% | +29.3% | +20.5% | +27.5% |
| All | +49.8% | +30.0% | +19.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling