+283.7%
RTX vs USFD
+340.6%
-57.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.3% |
| 7D | -3.8% | +3.9% | -7.7% | -5.4% |
| 30D | +4.7% | +10.7% | -6.0% | +0.5% |
| 3M | -13.4% | +6.3% | -19.7% | -15.9% |
| 6M | +11.8% | +16.2% | -4.4% | +4.6% |
| YTD | +5.8% | +41.9% | -36.1% | -8.8% |
| 1Y | +11.9% | +44.2% | -32.3% | -4.3% |
| 3Y | +146.3% | +159.8% | -13.5% | +64.6% |
| 5Y | +134.3% | +177.1% | -42.8% | +47.1% |
| 10Y | +277.9% | +376.2% | -98.3% | +76.0% |
| All | +283.7% | +340.6% | -57.0% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling