+341.3%
USFD vs RY
+392.3%
-51.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.0% | +5.4% | +5.8% |
| 7D | +7.8% | +2.5% | +5.4% | +5.7% |
| 30D | +16.2% | +8.4% | +7.7% | +8.3% |
| 3M | +11.0% | +1.2% | +9.8% | +9.6% |
| 6M | +20.7% | +19.4% | +1.4% | +2.3% |
| YTD | +46.0% | +25.4% | +20.5% | +17.5% |
| 1Y | +49.8% | +46.7% | +3.1% | +4.3% |
| 3Y | +167.3% | +168.6% | -1.3% | +1.6% |
| 5Y | +197.2% | +132.3% | +64.9% | +29.1% |
| 10Y | +389.9% | +385.7% | +4.2% | +25.8% |
| All | +341.3% | +392.3% | -51.0% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling