+135.7%
GDXJ vs OUST
-61.4%
+197.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.4% |
| 7D | +4.3% | +12.7% | -8.4% | +3.3% |
| 30D | +8.4% | -13.6% | +22.1% | +9.5% |
| 3M | +25.5% | -8.3% | +33.8% | +24.5% |
| 6M | -6.3% | +85.0% | -91.3% | -12.5% |
| YTD | +12.1% | +73.2% | -61.2% | +5.0% |
| 1Y | +51.1% | +32.5% | +18.6% | +42.6% |
| 3Y | +296.1% | +643.8% | -347.8% | +209.8% |
| 5Y | +228.1% | -52.1% | +280.2% | +183.0% |
| All | +135.7% | -61.4% | +197.1% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling