+11.3%
GDXJ vs OUST
+41.3%
-30.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | +11.8% | +31.9% | -20.1% | +6.0% |
| 30D | -7.1% | -4.2% | -2.9% | -7.2% |
| 3M | -10.5% | -9.3% | -1.2% | -10.4% |
| 6M | -15.5% | +51.7% | -67.2% | -27.2% |
| YTD | -6.6% | +76.6% | -83.2% | -25.7% |
| 1Y | +11.3% | +48.9% | -37.5% | -8.0% |
| All | +11.3% | +41.3% | -30.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling