+267.0%
RTX vs USFD
+369.7%
-102.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -5.1% | +3.0% | -8.1% | -6.4% |
| 30D | +5.1% | +11.1% | -5.9% | +0.8% |
| 3M | -14.8% | -0.3% | -14.5% | -15.2% |
| 6M | +8.0% | +15.9% | -7.8% | +1.2% |
| YTD | +4.5% | +41.6% | -37.2% | -10.0% |
| 1Y | +9.8% | +49.4% | -39.6% | -7.4% |
| 3Y | +144.2% | +157.8% | -13.7% | +63.2% |
| 5Y | +131.4% | +176.6% | -45.2% | +44.9% |
| All | +267.0% | +369.7% | -102.7% | +74.8% |
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