+269.0%
RTX vs USFD
+375.5%
-106.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +7.8% | +12.3% | -4.5% | +3.0% |
| 3M | -9.8% | -0.7% | -9.1% | -10.0% |
| 6M | +13.5% | +31.3% | -17.7% | +1.6% |
| YTD | +10.9% | +45.7% | -34.8% | -5.4% |
| 1Y | +14.0% | +52.1% | -38.2% | -4.6% |
| 3Y | +159.9% | +158.2% | +1.7% | +73.8% |
| 5Y | +151.7% | +213.8% | -62.1% | +49.8% |
| 10Y | +269.0% | +367.0% | -98.0% | +69.3% |
| All | +269.0% | +375.5% | -106.5% | +69.3% |
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