+18.4%
GDXJ vs OUST
+42.6%
-24.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.8% | -5.9% | +2.9% |
| 7D | +16.4% | +36.7% | -20.3% | +9.6% |
| 30D | -1.2% | -3.3% | +2.1% | -1.5% |
| 3M | -3.9% | -11.1% | +7.3% | -3.4% |
| 6M | -10.2% | +53.1% | -63.2% | -22.8% |
| YTD | -0.6% | +78.2% | -78.9% | -21.2% |
| All | +18.4% | +42.6% | -24.2% | -2.4% |
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