+603.1%
RIO vs USFD
+322.5%
+280.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +1.9% | -3.3% | +5.3% | +2.7% |
| 30D | +5.0% | -5.3% | +10.3% | +6.3% |
| 3M | +5.1% | +18.8% | -13.6% | +0.7% |
| 6M | +17.6% | +14.3% | +3.3% | +13.5% |
| YTD | +36.3% | +36.9% | -0.6% | +25.6% |
| 1Y | +71.2% | +31.7% | +39.5% | +58.9% |
| 3Y | +102.7% | +164.5% | -61.8% | +57.4% |
| 5Y | +99.6% | +212.6% | -113.0% | +46.2% |
| 10Y | +603.1% | +329.7% | +273.4% | +350.8% |
| All | +603.1% | +322.5% | +280.6% | +350.8% |
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