+341.3%
USFD vs TROW
+112.4%
+228.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +1.9% |
| 7D | +3.9% | +4.7% | -0.8% | +1.6% |
| 30D | +12.8% | +5.4% | +7.5% | +9.9% |
| 3M | +1.0% | -1.6% | +2.6% | +1.7% |
| 6M | +30.3% | +7.8% | +22.5% | +24.6% |
| YTD | +46.0% | +12.6% | +33.4% | +35.5% |
| 1Y | +49.6% | +13.6% | +36.0% | +38.0% |
| 3Y | +166.3% | +36.6% | +129.7% | +116.4% |
| 5Y | +208.4% | -36.7% | +245.1% | +268.4% |
| 10Y | +371.2% | +136.3% | +234.9% | +256.1% |
| All | +341.3% | +112.4% | +228.9% | +229.4% |
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