+226.7%
GDX vs DVN
+119.4%
+107.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.7% |
| 7D | -5.4% | +2.5% | -7.9% | -5.7% |
| 30D | +6.6% | +10.2% | -3.6% | +5.1% |
| 3M | +30.1% | +8.1% | +22.0% | +28.3% |
| 6M | -7.1% | +15.9% | -23.0% | -10.5% |
| YTD | +12.0% | +38.2% | -26.3% | +4.2% |
| 1Y | +41.2% | +44.5% | -3.3% | +29.8% |
| 3Y | +251.0% | +5.1% | +245.8% | +239.3% |
| 5Y | +226.7% | +124.3% | +102.4% | +212.9% |
| All | +226.7% | +119.4% | +107.3% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling