+341.3%
USFD vs RRX
+275.9%
+65.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.9% | -3.9% | +0.5% |
| 7D | +3.9% | +12.3% | -8.4% | -1.4% |
| 30D | +12.8% | +9.5% | +3.3% | +7.7% |
| 3M | +1.0% | +1.8% | -0.8% | -1.1% |
| 6M | +30.3% | -15.3% | +45.6% | +33.0% |
| YTD | +46.0% | +29.6% | +16.4% | +20.0% |
| 1Y | +49.6% | +34.1% | +15.5% | +20.7% |
| 3Y | +166.3% | +74.0% | +92.2% | +70.8% |
| 5Y | +208.4% | +14.7% | +193.7% | +136.5% |
| 10Y | +371.2% | +229.4% | +141.9% | +103.4% |
| All | +341.3% | +275.9% | +65.5% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling