+340.6%
USFD vs TROW
+112.2%
+228.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.2% | -1.7% | +1.5% | +0.7% |
| 30D | +12.3% | +6.4% | +5.9% | +8.9% |
| 3M | -0.7% | -1.5% | +0.8% | 0.0% |
| 6M | +31.3% | +8.3% | +23.0% | +25.3% |
| YTD | +45.7% | +12.4% | +33.3% | +35.3% |
| 1Y | +52.1% | +12.4% | +39.7% | +41.1% |
| 3Y | +158.2% | +38.3% | +119.9% | +108.5% |
| 5Y | +213.8% | -35.2% | +248.9% | +269.9% |
| 10Y | +367.0% | +128.8% | +238.2% | +253.6% |
| All | +340.6% | +112.2% | +228.4% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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