+2.0%
RDW vs UVXY
-99.9%
+101.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.8% | +4.5% | -4.1% |
| 7D | +0.9% | +2.8% | -1.9% | +1.6% |
| 30D | -21.3% | -11.4% | -9.9% | -23.5% |
| 3M | -37.9% | -41.5% | +3.7% | -45.1% |
| 6M | +12.3% | -61.0% | +73.3% | -6.1% |
| YTD | +39.7% | -49.8% | +89.6% | +29.7% |
| 1Y | +25.7% | -66.4% | +92.1% | +9.8% |
| 3Y | +230.8% | -94.8% | +325.6% | +178.5% |
| 5Y | -8.8% | -99.7% | +90.9% | -40.6% |
| All | +2.0% | -99.9% | +101.9% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling