+2.0%
RDW vs VXX
-98.3%
+100.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -4.0% |
| 7D | +0.9% | +2.0% | -1.1% | +1.6% |
| 30D | -21.3% | -7.1% | -14.2% | -23.4% |
| 3M | -37.9% | -28.6% | -9.2% | -45.0% |
| 6M | +12.3% | -44.0% | +56.2% | -5.8% |
| YTD | +39.7% | -31.7% | +71.5% | +30.5% |
| 1Y | +25.7% | -46.3% | +72.0% | +10.5% |
| 3Y | +230.8% | -78.3% | +309.1% | +186.7% |
| 5Y | -8.8% | -95.8% | +87.1% | -38.8% |
| All | +2.0% | -98.3% | +100.3% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling