-47.9%
RIG vs USFD
+359.9%
-407.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.0% |
| 7D | +5.7% | +1.7% | +4.1% | +4.7% |
| 30D | -0.7% | +10.2% | -10.9% | -6.7% |
| 3M | -3.1% | -1.5% | -1.7% | -3.9% |
| 6M | -16.3% | +27.3% | -43.7% | -28.7% |
| YTD | +34.1% | +44.0% | -9.8% | +4.6% |
| 1Y | +38.2% | +50.4% | -12.2% | +4.8% |
| 3Y | -15.3% | +153.6% | -168.9% | -53.1% |
| 5Y | +62.5% | +219.0% | -156.5% | -24.8% |
| All | -47.9% | +359.9% | -407.8% | -76.0% |
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