+525.6%
RIO vs USFD
+339.9%
+185.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +3.0% | -0.7% | +1.5% |
| 30D | -10.1% | +11.1% | -21.2% | -12.4% |
| 3M | -14.1% | -0.3% | -13.9% | -14.3% |
| 6M | -18.9% | +15.9% | -34.8% | -22.1% |
| YTD | +9.9% | +41.6% | -31.7% | +0.3% |
| 1Y | +27.0% | +49.4% | -22.4% | +14.3% |
| 3Y | +50.1% | +157.8% | -107.8% | +17.3% |
| 5Y | +95.3% | +176.6% | -81.4% | +47.2% |
| 10Y | +425.9% | +375.4% | +50.5% | +228.0% |
| All | +525.6% | +339.9% | +185.7% | +301.0% |
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