+285.7%
GDXJ vs ODFL
-13.7%
+299.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -2.8% | -3.3% | +0.5% | -2.5% |
| 30D | +5.0% | -15.3% | +20.2% | +6.9% |
| 3M | +24.1% | -27.3% | +51.4% | +28.3% |
| 6M | -7.4% | -4.5% | -2.9% | -6.9% |
| YTD | +10.2% | +15.1% | -4.9% | +9.5% |
| 1Y | +42.5% | +21.1% | +21.4% | +41.1% |
| 3Y | +285.7% | -14.1% | +299.8% | +284.6% |
| All | +285.7% | -13.7% | +299.5% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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