+268.6%
RTX vs USFD
+369.2%
-100.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.7% | +8.4% | -10.1% | -4.8% |
| 30D | +7.7% | +12.7% | -5.1% | +2.7% |
| 3M | -10.3% | +1.1% | -11.5% | -11.2% |
| 6M | +14.6% | +30.2% | -15.6% | +2.8% |
| YTD | +10.4% | +45.8% | -35.5% | -5.9% |
| 1Y | +13.5% | +51.9% | -38.4% | -4.9% |
| 3Y | +158.6% | +158.5% | +0.1% | +72.8% |
| 5Y | +147.3% | +208.0% | -60.8% | +48.3% |
| 10Y | +268.6% | +376.6% | -107.9% | +68.2% |
| All | +268.6% | +369.2% | -100.6% | +68.2% |
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