+40.9%
RIG vs USFD
+188.3%
-147.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -24.5% | +3.0% | -27.4% | -25.5% |
| 30D | -2.8% | +11.1% | -13.8% | -6.9% |
| 3M | +1.6% | -0.3% | +1.8% | +1.0% |
| 6M | -15.9% | +15.9% | -31.8% | -21.9% |
| YTD | +26.9% | +41.6% | -14.7% | +5.9% |
| 1Y | +34.4% | +49.4% | -15.0% | +9.1% |
| 3Y | -21.2% | +157.8% | -179.0% | -51.1% |
| All | +40.9% | +188.3% | -147.4% | -25.7% |
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