+220.4%
GDXJ vs OKE
+138.0%
+82.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.8% |
| 7D | -2.8% | +1.2% | -4.1% | -3.1% |
| 30D | +5.0% | +4.5% | +0.5% | +3.6% |
| 3M | +24.1% | +9.6% | +14.5% | +20.2% |
| 6M | -7.4% | +15.4% | -22.7% | -13.1% |
| YTD | +10.2% | +36.5% | -26.2% | -3.2% |
| 1Y | +42.5% | +39.0% | +3.6% | +23.9% |
| 3Y | +285.7% | +74.3% | +211.4% | +183.7% |
| All | +220.4% | +138.0% | +82.4% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling