+216.3%
USFD vs RY
+140.8%
+75.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -3.0% | +3.1% | -6.1% | -4.9% |
| 30D | +3.5% | -0.3% | +3.9% | +3.6% |
| 3M | +26.6% | +8.7% | +17.9% | +19.5% |
| 6M | +11.7% | +28.5% | -16.8% | -5.8% |
| YTD | +38.1% | +25.1% | +13.0% | +18.2% |
| 1Y | +33.4% | +46.3% | -12.9% | +2.1% |
| 3Y | +155.8% | +154.9% | +0.9% | +26.4% |
| All | +216.3% | +140.8% | +75.6% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling