+267.4%
RTX vs USFD
+359.9%
-92.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.8% | +1.7% | +3.1% | +4.2% |
| 30D | +6.5% | +10.2% | -3.7% | +2.4% |
| 3M | -9.6% | -1.5% | -8.1% | -9.6% |
| 6M | +12.3% | +27.3% | -15.0% | +1.6% |
| YTD | +9.5% | +44.0% | -34.5% | -6.3% |
| 1Y | +15.8% | +50.4% | -34.5% | -2.6% |
| 3Y | +157.0% | +153.6% | +3.4% | +73.0% |
| 5Y | +148.8% | +219.0% | -70.2% | +47.0% |
| All | +267.4% | +359.9% | -92.5% | +69.1% |
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