+158.3%
USFD vs RY
+158.9%
-0.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.6% |
| 7D | +3.9% | -1.1% | +5.0% | +4.5% |
| 30D | +10.7% | +4.4% | +6.3% | +8.9% |
| 3M | +6.3% | -2.9% | +9.3% | +7.6% |
| 6M | +16.2% | +15.6% | +0.7% | +9.0% |
| YTD | +41.9% | +21.8% | +20.0% | +29.6% |
| 1Y | +44.2% | +42.6% | +1.6% | +21.6% |
| All | +158.3% | +158.9% | -0.6% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling