+363.3%
RIO vs USFD
+375.5%
-12.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | -9.9% | +12.3% | -22.2% | -12.4% |
| 3M | -14.0% | -0.7% | -13.3% | -14.0% |
| 6M | -19.5% | +31.3% | -50.8% | -24.8% |
| YTD | +11.5% | +45.7% | -34.2% | +1.2% |
| 1Y | +26.9% | +52.1% | -25.2% | +13.9% |
| 3Y | +55.1% | +158.2% | -103.1% | +21.4% |
| 5Y | +90.7% | +213.8% | -123.1% | +40.0% |
| 10Y | +363.3% | +367.0% | -3.7% | +198.2% |
| All | +363.3% | +375.5% | -12.2% | +198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling