+157.0%
RTX vs USFD
+156.3%
+0.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +4.8% | +1.7% | +3.1% | +4.4% |
| 30D | +6.5% | +10.2% | -3.7% | +4.2% |
| 3M | -9.6% | -1.5% | -8.1% | -9.4% |
| 6M | +12.3% | +27.3% | -15.0% | +6.0% |
| YTD | +9.5% | +44.0% | -34.5% | -0.3% |
| 1Y | +15.8% | +50.4% | -34.5% | +4.4% |
| 3Y | +157.0% | +153.6% | +3.4% | +110.4% |
| All | +157.0% | +156.3% | +0.7% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling