-27.6%
RIG vs USFD
+165.3%
-192.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | +0.9% | -3.0% | +3.9% | +1.8% |
| 30D | +13.8% | +3.5% | +10.3% | +12.5% |
| 3M | -6.4% | +26.6% | -33.0% | -13.9% |
| 6M | -8.2% | +11.7% | -19.9% | -12.0% |
| YTD | +41.6% | +38.1% | +3.5% | +21.9% |
| 1Y | +88.7% | +33.4% | +55.3% | +64.6% |
| All | -27.6% | +165.3% | -192.9% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling