+28.3%
RDW vs UVXY
-70.9%
+99.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.8% |
| 7D | -3.1% | -5.0% | +1.9% | -5.1% |
| 30D | -1.8% | -20.5% | +18.8% | -10.5% |
| 3M | -50.9% | -36.6% | -14.3% | -57.9% |
| 6M | +13.5% | -56.9% | +70.4% | -10.3% |
| YTD | +38.6% | -51.2% | +89.8% | +18.8% |
| 1Y | +28.3% | -69.8% | +98.0% | +15.6% |
| All | +28.3% | -70.9% | +99.1% | +15.6% |
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