+245.7%
GDX vs OKE
+70.8%
+175.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -5.4% | 0.0% | -5.3% | -5.4% |
| 30D | +6.6% | +4.6% | +2.0% | +6.2% |
| 3M | +30.1% | +6.9% | +23.2% | +29.4% |
| 6M | -7.1% | +15.8% | -22.9% | -9.7% |
| YTD | +12.0% | +35.2% | -23.2% | +5.1% |
| 1Y | +41.2% | +37.6% | +3.6% | +31.9% |
| All | +245.7% | +70.8% | +175.0% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling