+4.7%
RDW vs VSXY
+37.5%
-32.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.1% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | -21.3% | -18.7% | -2.6% | -17.4% |
| 3M | -37.9% | -4.0% | -33.9% | -37.8% |
| 6M | +12.3% | +67.5% | -55.2% | -6.1% |
| YTD | +39.7% | +39.7% | +0.1% | +21.1% |
| 1Y | +25.7% | +180.0% | -154.3% | -11.4% |
| 3Y | +230.8% | +337.3% | -106.4% | +87.7% |
| 5Y | -8.8% | +22.7% | -31.4% | -29.4% |
| All | +4.7% | +37.5% | -32.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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