+317.7%
USFD vs RVTY
+141.6%
+176.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | +3.5% | +13.2% | -9.7% | 0.0% |
| 3M | +26.6% | +27.2% | -0.7% | +18.0% |
| 6M | +11.7% | +32.4% | -20.7% | +2.3% |
| YTD | +38.1% | +34.9% | +3.3% | +25.0% |
| 1Y | +33.4% | +52.4% | -19.0% | +15.8% |
| 3Y | +155.8% | +12.3% | +143.5% | +136.4% |
| 5Y | +214.0% | -30.8% | +244.9% | +233.0% |
| 10Y | +320.4% | +150.7% | +169.7% | +156.6% |
| All | +317.7% | +141.6% | +176.1% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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