+671.5%
RIO vs USFD
+329.0%
+342.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 6M | +12.7% | +11.7% | +1.0% | +9.4% |
| YTD | +35.6% | +38.1% | -2.6% | +24.7% |
| 1Y | +73.7% | +33.4% | +40.3% | +60.8% |
| 3Y | +93.3% | +155.8% | -62.5% | +51.5% |
| 5Y | +92.4% | +214.0% | -121.6% | +41.0% |
| 10Y | +606.9% | +320.4% | +286.6% | +353.8% |
| All | +671.5% | +329.0% | +342.5% | +398.4% |
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