+23.1%
RIG vs USFD
+49.7%
-26.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -0.9% |
| 7D | -17.0% | +3.9% | -20.9% | -16.2% |
| 30D | -6.2% | +12.8% | -19.0% | -4.6% |
| 3M | -1.7% | +1.0% | -2.7% | +0.1% |
| 6M | -19.2% | +30.3% | -49.5% | -17.8% |
| YTD | +25.2% | +46.0% | -20.8% | +20.9% |
| All | +23.1% | +49.7% | -26.6% | +17.0% |
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 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