+31.7%
USFD vs RUN
-49.0%
+80.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -0.8% |
| 7D | -3.3% | +10.2% | -13.5% | -3.0% |
| 30D | -5.3% | -9.6% | +4.3% | -5.6% |
| 3M | +18.8% | -31.5% | +50.3% | +17.8% |
| 6M | +14.3% | -18.7% | +33.0% | +13.7% |
| YTD | +36.9% | -49.9% | +86.8% | +34.5% |
| 1Y | +31.7% | -45.5% | +77.2% | +31.9% |
| All | +31.7% | -49.0% | +80.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling