+9.5%
DVN vs GDXJ
+285.5%
-276.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +4.5% | -2.8% | +7.3% | +4.6% |
| 30D | +12.0% | +5.0% | +7.0% | +11.7% |
| 3M | +13.4% | +24.1% | -10.7% | +12.4% |
| 6M | +12.1% | -7.4% | +19.5% | +13.5% |
| YTD | +38.8% | +10.2% | +28.6% | +36.0% |
| 1Y | +46.0% | +42.5% | +3.5% | +36.0% |
| 3Y | +9.5% | +285.7% | -276.2% | -21.5% |
| All | +9.5% | +285.5% | -276.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 3y: compounded portfolio wealth divided by compounded GDXJ 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…
3y analysis · Full analysis span regression · 6 months rolling