+28.8%
RIG vs USFD
+50.4%
-21.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | 0.0% |
| 7D | +4.3% | +1.3% | +3.0% | +4.5% |
| 30D | -5.8% | +10.6% | -16.4% | -4.5% |
| 3M | -6.7% | -2.4% | -4.2% | -5.1% |
| 6M | -18.7% | +28.9% | -47.6% | -17.5% |
| YTD | +28.8% | +43.7% | -14.9% | +23.7% |
| 1Y | +28.8% | +48.5% | -19.7% | +22.1% |
| All | +28.8% | +50.4% | -21.6% | +22.1% |
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