+63.2%
RIG vs USFD
+214.9%
-151.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.7% | -3.3% | +0.6% | -1.4% |
| 30D | +9.5% | -5.3% | +14.8% | +11.8% |
| 3M | -6.6% | +18.8% | -25.4% | -13.6% |
| 6M | -2.9% | +14.3% | -17.1% | -9.3% |
| YTD | +39.5% | +36.9% | +2.6% | +18.6% |
| 1Y | +82.3% | +31.7% | +50.6% | +57.3% |
| 3Y | -29.6% | +164.5% | -194.1% | -56.8% |
| 5Y | +63.2% | +212.6% | -149.4% | -21.3% |
| All | +63.2% | +214.9% | -151.7% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling