+11.1%
RDW vs UVXY
-70.8%
+81.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.1% | +9.2% | -11.5% |
| 7D | -14.3% | -6.3% | -8.0% | -15.9% |
| 30D | -26.0% | -2.7% | -23.3% | -25.0% |
| 3M | -27.4% | -29.9% | +2.6% | -36.7% |
| 6M | -10.6% | -56.5% | +45.8% | -34.1% |
| YTD | +1.6% | -54.8% | +56.4% | -12.4% |
| 1Y | +11.1% | -70.5% | +81.6% | -20.5% |
| All | +11.1% | -70.8% | +81.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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