+367.0%
USFD vs RRX
+222.4%
+144.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | -0.2% | +5.4% | -5.5% | -2.3% |
| 30D | +12.3% | +12.0% | +0.3% | +6.3% |
| 3M | -0.7% | +6.1% | -6.8% | -4.4% |
| 6M | +31.3% | -13.2% | +44.5% | +32.7% |
| YTD | +45.7% | +31.0% | +14.7% | +18.7% |
| 1Y | +52.1% | +38.8% | +13.4% | +20.3% |
| 3Y | +158.2% | +70.3% | +87.9% | +65.6% |
| 5Y | +213.8% | +15.5% | +198.2% | +138.1% |
| 10Y | +367.0% | +213.7% | +153.3% | +95.5% |
| All | +367.0% | +222.4% | +144.6% | +95.5% |
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 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