+95.8%
RIO vs USFD
+215.8%
-120.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | +4.0% | +3.5% | +0.4% | +3.0% |
| 3M | +0.1% | +26.6% | -26.4% | -6.0% |
| 6M | +12.7% | +11.7% | +1.0% | +9.1% |
| YTD | +35.6% | +38.1% | -2.6% | +23.4% |
| 1Y | +73.7% | +33.4% | +40.3% | +59.3% |
| 3Y | +93.3% | +155.8% | -62.5% | +44.1% |
| All | +95.8% | +215.8% | -120.0% | +32.5% |
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