+285.7%
GDXJ vs OTIS
-12.3%
+298.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.4% |
| 7D | -2.8% | -3.0% | +0.2% | -1.7% |
| 30D | +5.0% | -6.0% | +11.0% | +7.4% |
| 3M | +24.1% | -0.9% | +24.9% | +24.1% |
| 6M | -7.4% | -17.3% | +10.0% | -0.8% |
| YTD | +10.2% | -19.6% | +29.8% | +18.5% |
| 1Y | +42.5% | -21.0% | +63.6% | +53.9% |
| 3Y | +285.7% | -12.1% | +297.8% | +270.0% |
| All | +285.7% | -12.3% | +298.0% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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