+317.7%
USFD vs RRX
+237.8%
+79.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -3.0% | +3.4% | -6.5% | -4.3% |
| 30D | +3.5% | -11.1% | +14.7% | +8.1% |
| 3M | +26.6% | -23.7% | +50.3% | +36.7% |
| 6M | +11.7% | -22.0% | +33.7% | +17.4% |
| YTD | +38.1% | +16.5% | +21.7% | +19.8% |
| 1Y | +33.4% | +11.5% | +21.9% | +16.7% |
| 3Y | +155.8% | +1.5% | +154.3% | +116.5% |
| 5Y | +214.0% | +18.3% | +195.8% | +132.5% |
| 10Y | +320.4% | +209.8% | +110.6% | +89.2% |
| All | +317.7% | +237.8% | +79.8% | +87.3% |
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