-41.9%
RIG vs USFD
+306.5%
-348.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +2.1% |
| 7D | -8.2% | -7.0% | -1.2% | -4.6% |
| 30D | -0.2% | -10.3% | +10.1% | +5.6% |
| 3M | -2.7% | +9.2% | -11.9% | -8.1% |
| 6M | -7.5% | +7.4% | -14.9% | -13.0% |
| YTD | +38.3% | +29.4% | +8.9% | +15.9% |
| 1Y | +81.8% | +24.8% | +57.0% | +54.7% |
| 3Y | -30.2% | +150.0% | -180.2% | -60.7% |
| 5Y | +59.9% | +195.5% | -135.5% | -22.0% |
| 10Y | -41.9% | +315.7% | -357.7% | -71.1% |
| All | -41.9% | +306.5% | -348.5% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling