-49.6%
RIG vs USFD
+368.6%
-418.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -2.9% |
| 7D | -17.0% | +3.9% | -20.9% | -19.1% |
| 30D | -6.2% | +12.8% | -19.0% | -12.9% |
| 3M | -1.7% | +1.0% | -2.7% | -3.7% |
| 6M | -19.2% | +30.3% | -49.5% | -32.0% |
| YTD | +25.2% | +46.0% | -20.8% | -3.1% |
| 1Y | +29.9% | +49.6% | -19.7% | -1.1% |
| 3Y | -21.3% | +166.3% | -187.6% | -57.6% |
| 5Y | +40.5% | +208.4% | -167.9% | -33.5% |
| 10Y | -49.6% | +371.2% | -420.8% | -76.1% |
| All | -49.6% | +368.6% | -418.2% | -76.1% |
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