+2.0%
RDW vs SPXS
-92.2%
+94.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -3.9% |
| 7D | +0.9% | +2.5% | -1.6% | +2.5% |
| 30D | -21.3% | +4.2% | -25.5% | -18.8% |
| 3M | -37.9% | -9.3% | -28.5% | -40.4% |
| 6M | +12.3% | -30.7% | +43.0% | -4.2% |
| YTD | +39.7% | -28.1% | +67.8% | +25.5% |
| 1Y | +25.7% | -35.1% | +60.7% | +9.2% |
| 3Y | +230.8% | -79.6% | +310.4% | +98.1% |
| 5Y | -8.8% | -86.3% | +77.5% | -41.4% |
| All | +2.0% | -92.2% | +94.2% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling