+273.8%
RTX vs USFD
+368.6%
-94.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.4% |
| 7D | -3.2% | +3.9% | -7.1% | -4.8% |
| 30D | +5.6% | +12.8% | -7.3% | +0.6% |
| 3M | -11.7% | +1.0% | -12.7% | -12.4% |
| 6M | +12.3% | +30.3% | -17.9% | +0.8% |
| YTD | +8.2% | +46.0% | -37.8% | -7.8% |
| 1Y | +12.6% | +49.6% | -37.0% | -5.1% |
| 3Y | +152.8% | +166.3% | -13.4% | +67.0% |
| 5Y | +140.2% | +208.4% | -68.2% | +44.1% |
| 10Y | +273.8% | +371.2% | -97.5% | +75.0% |
| All | +273.8% | +368.6% | -94.9% | +75.0% |
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