+71.2%
RIO vs USFD
+32.2%
+39.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | +1.9% | -3.3% | +5.3% | +2.3% |
| 30D | +5.0% | -5.3% | +10.3% | +5.6% |
| 3M | +5.1% | +18.8% | -13.6% | +2.8% |
| 6M | +17.6% | +14.3% | +3.3% | +15.8% |
| YTD | +36.3% | +36.9% | -0.6% | +30.8% |
| 1Y | +71.2% | +31.7% | +39.5% | +62.7% |
| All | +71.2% | +32.2% | +39.0% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling