+450.5%
GDXJ vs OTIS
+91.8%
+358.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | +0.9% | -2.2% | +3.1% | +1.6% |
| 30D | +8.8% | -4.3% | +13.1% | +10.2% |
| 3M | +29.8% | -2.2% | +32.0% | +30.5% |
| 6M | -5.8% | -19.9% | +14.1% | +0.2% |
| YTD | +13.6% | -19.3% | +32.9% | +20.3% |
| 1Y | +54.5% | -19.6% | +74.0% | +63.5% |
| 3Y | +301.4% | -11.5% | +312.9% | +312.0% |
| 5Y | +236.3% | -16.8% | +253.1% | +239.3% |
| All | +450.5% | +91.8% | +358.7% | +484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling