+212.6%
USFD vs RRX
+19.7%
+192.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -3.3% | +4.3% | -7.6% | -4.4% |
| 30D | -5.3% | -8.0% | +2.7% | -3.4% |
| 3M | +18.8% | -22.0% | +40.8% | +24.3% |
| 6M | +14.3% | -11.9% | +26.2% | +14.2% |
| YTD | +36.9% | +17.1% | +19.8% | +23.6% |
| 1Y | +31.7% | +14.9% | +16.8% | +18.8% |
| 3Y | +164.5% | +6.9% | +157.6% | +135.2% |
| 5Y | +212.6% | +19.6% | +193.0% | +164.2% |
| All | +212.6% | +19.7% | +192.9% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling