+15.0%
DVN vs GDXJ
+69.0%
-53.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.9% |
| 7D | +2.5% | -6.2% | +8.7% | +3.8% |
| 30D | +10.2% | +4.6% | +5.5% | +8.9% |
| 3M | +8.1% | +31.3% | -23.2% | +1.2% |
| 6M | +15.9% | -10.7% | +26.6% | +15.6% |
| YTD | +38.2% | +9.1% | +29.2% | +30.8% |
| 1Y | +44.5% | +44.1% | +0.4% | +27.4% |
| 3Y | +5.1% | +285.4% | -280.2% | -27.7% |
| 5Y | +124.3% | +228.4% | -104.1% | +57.5% |
| 10Y | +65.9% | +226.5% | -160.6% | +9.0% |
| All | +15.0% | +69.0% | -53.9% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling