+11.1%
RDW vs SPXS
-30.2%
+41.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -11.5% |
| 7D | -14.3% | +2.2% | -16.5% | -11.4% |
| 30D | -26.0% | +3.8% | -29.7% | -21.0% |
| 3M | -27.4% | +3.3% | -30.7% | -21.9% |
| 6M | -10.6% | -16.7% | +6.0% | -21.0% |
| YTD | +1.6% | -28.5% | +30.1% | -16.4% |
| 1Y | +11.1% | -30.4% | +41.5% | -9.6% |
| All | +11.1% | -30.2% | +41.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling