+37.0%
RDW vs VXX
-46.1%
+83.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.2% | +9.6% | -1.1% |
| 7D | +8.8% | +4.0% | +4.8% | +19.1% |
| 30D | -8.9% | +6.4% | -15.2% | +3.3% |
| 3M | -37.8% | -11.5% | -26.4% | -38.1% |
| 6M | -30.9% | -37.7% | +6.7% | -44.0% |
| YTD | +10.5% | -32.9% | +43.5% | +5.4% |
| 1Y | +37.0% | -45.9% | +82.9% | +14.8% |
| All | +37.0% | -46.1% | +83.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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