+39.7%
RIG vs USFD
+49.6%
-9.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.5% | -16.1% | -6.4% |
| 7D | -18.8% | +7.8% | -26.6% | -17.6% |
| 30D | -1.1% | +16.2% | -17.3% | +0.8% |
| 3M | +4.4% | +11.0% | -6.6% | +6.4% |
| 6M | -20.8% | +20.7% | -41.5% | -18.7% |
| YTD | +32.0% | +46.0% | -14.0% | +29.5% |
| 1Y | +39.7% | +49.8% | -10.0% | +36.1% |
| All | +39.7% | +49.6% | -9.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling