+296.0%
GDX vs OKE
+266.1%
+29.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -2.2% | +1.2% | -3.4% | -2.4% |
| 30D | +6.8% | +4.5% | +2.3% | +5.9% |
| 3M | +24.9% | +9.6% | +15.3% | +22.6% |
| 6M | -4.2% | +15.4% | -19.6% | -7.4% |
| YTD | +13.2% | +36.5% | -23.3% | +6.1% |
| 1Y | +40.2% | +39.0% | +1.2% | +30.7% |
| 3Y | +249.6% | +74.3% | +175.3% | +209.8% |
| 5Y | +230.4% | +141.2% | +89.2% | +177.0% |
| All | +296.0% | +266.1% | +29.9% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 10y: compounded portfolio wealth divided by compounded OKE 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…
10y analysis · Full analysis span regression · 6 months rolling