+471.6%
RIOT vs USFD
+310.2%
+161.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.6% | -4.3% |
| 7D | -0.9% | -8.0% | +7.1% | +3.5% |
| 30D | +3.5% | -13.1% | +16.6% | +11.2% |
| 3M | -13.0% | +6.5% | -19.5% | -17.3% |
| 6M | +43.1% | +5.7% | +37.4% | +36.3% |
| YTD | +65.4% | +27.5% | +37.8% | +41.0% |
| 1Y | +27.7% | +23.4% | +4.3% | +11.1% |
| 3Y | +91.3% | +146.4% | -55.1% | +18.9% |
| 5Y | -29.3% | +196.8% | -226.0% | -58.5% |
| All | +471.6% | +310.2% | +161.4% | +230.0% |
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 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