+81.8%
RIG vs USFD
+24.9%
+57.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.8% |
| 7D | -8.2% | -7.0% | -1.2% | -8.2% |
| 30D | -0.2% | -10.3% | +10.1% | -0.2% |
| 3M | -2.7% | +9.2% | -11.9% | -2.8% |
| 6M | -7.5% | +7.4% | -14.9% | -6.9% |
| YTD | +38.3% | +29.4% | +8.9% | +34.1% |
| 1Y | +81.8% | +24.8% | +57.0% | +73.2% |
| All | +81.8% | +24.9% | +57.0% | +73.2% |
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