+321.0%
USFD vs RY
+373.9%
-52.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | -3.0% | +3.1% | -6.1% | -5.7% |
| 30D | +3.5% | -0.3% | +3.9% | +3.6% |
| 3M | +26.6% | +8.7% | +17.9% | +16.7% |
| 6M | +11.7% | +28.5% | -16.8% | -12.1% |
| YTD | +38.1% | +25.1% | +13.0% | +10.9% |
| 1Y | +33.4% | +46.3% | -12.9% | -7.8% |
| 3Y | +155.8% | +154.9% | +0.9% | -0.1% |
| 5Y | +214.0% | +140.3% | +73.7% | +28.5% |
| All | +321.0% | +373.9% | -52.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling