+24.8%
GDX vs DVN
+39.9%
-15.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.3% | +16.4% | +6.8% |
| 7D | +0.8% | -13.9% | +14.7% | -3.0% |
| 30D | -3.2% | -8.0% | +4.8% | -5.2% |
| 3M | +8.6% | +0.8% | +7.8% | +9.5% |
| 6M | -1.2% | -12.8% | +11.5% | -2.5% |
| YTD | -1.4% | +22.7% | -24.1% | -5.0% |
| 1Y | +24.8% | +39.0% | -14.2% | +13.3% |
| All | +24.8% | +39.9% | -15.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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