-47.7%
RIG vs USFD
+353.0%
-400.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -12.2% | +8.4% | -20.6% | -16.4% |
| 30D | -6.0% | +12.7% | -18.7% | -12.7% |
| 3M | -9.4% | +1.1% | -10.6% | -11.4% |
| 6M | -19.1% | +30.2% | -49.2% | -31.7% |
| YTD | +25.4% | +45.8% | -20.4% | -2.7% |
| 1Y | +23.3% | +51.9% | -28.6% | -6.7% |
| 3Y | -22.1% | +158.5% | -180.6% | -57.1% |
| 5Y | +50.1% | +208.0% | -157.9% | -28.5% |
| 10Y | -50.7% | +376.6% | -427.2% | -79.3% |
| All | -47.7% | +353.0% | -400.7% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling