+354.1%
USFD vs RRX
+200.5%
+153.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | +1.7% | +4.3% | -2.7% | 0.0% |
| 30D | +10.2% | +12.3% | -2.2% | +4.1% |
| 3M | -1.5% | +3.7% | -5.1% | -4.3% |
| 6M | +27.3% | -13.9% | +41.3% | +28.9% |
| YTD | +44.0% | +26.5% | +17.5% | +18.9% |
| 1Y | +50.4% | +29.3% | +21.0% | +22.5% |
| 3Y | +153.6% | +65.6% | +88.0% | +64.1% |
| 5Y | +219.0% | +10.6% | +208.3% | +146.6% |
| All | +354.1% | +200.5% | +153.7% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling