+150.6%
RTX vs USFD
+156.9%
-6.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -5.2% | -3.0% | -2.1% | -4.5% |
| 30D | -9.4% | +3.5% | -12.9% | -10.2% |
| 3M | +12.3% | +26.6% | -14.3% | +6.2% |
| 6M | -3.1% | +11.7% | -14.8% | -5.8% |
| YTD | +10.7% | +38.1% | -27.5% | +1.8% |
| 1Y | +28.4% | +33.4% | -5.0% | +19.0% |
| All | +150.6% | +156.9% | -6.3% | +98.4% |
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