+177.1%
USFD vs RY
+124.6%
+52.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.0% |
| 7D | +3.9% | -1.1% | +5.0% | +4.8% |
| 30D | +10.7% | +4.4% | +6.3% | +7.9% |
| 3M | +6.3% | -2.9% | +9.3% | +8.3% |
| 6M | +16.2% | +15.6% | +0.7% | +5.2% |
| YTD | +41.9% | +21.8% | +20.0% | +23.5% |
| 1Y | +44.2% | +42.6% | +1.6% | +12.2% |
| 3Y | +159.8% | +160.9% | -1.1% | +24.5% |
| 5Y | +177.1% | +126.1% | +51.0% | +45.7% |
| All | +177.1% | +124.6% | +52.5% | +45.7% |
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