-6.1%
RDW vs VXX
-95.6%
+89.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -4.2% |
| 7D | +0.9% | +2.0% | -1.1% | +1.7% |
| 30D | -21.3% | -7.1% | -14.2% | -23.7% |
| 3M | -37.9% | -28.6% | -9.2% | -45.9% |
| 6M | +12.3% | -44.0% | +56.2% | -8.0% |
| YTD | +39.7% | -31.7% | +71.5% | +29.1% |
| 1Y | +25.7% | -46.3% | +72.0% | +8.3% |
| 3Y | +230.8% | -78.3% | +309.1% | +176.9% |
| All | -6.1% | -95.6% | +89.5% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling