+214.8%
GDX vs OKE
+1,860.4%
-1,645.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +9.9% | +6.1% | +3.9% | +8.1% |
| 3M | +28.2% | +10.4% | +17.8% | +24.0% |
| 6M | -2.9% | +14.2% | -17.1% | -7.7% |
| YTD | +16.0% | +35.3% | -19.4% | +5.1% |
| 1Y | +49.9% | +40.6% | +9.3% | +34.0% |
| 3Y | +263.6% | +72.2% | +191.3% | +202.1% |
| 5Y | +233.6% | +139.6% | +94.0% | +150.2% |
| 10Y | +315.3% | +259.1% | +56.2% | +130.8% |
| All | +214.8% | +1,860.4% | -1,645.6% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling