+223.4%
GDXJ vs OUST
+659.3%
-435.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.4% | -4.2% |
| 7D | -4.9% | +19.9% | -24.9% | -6.7% |
| 30D | -10.0% | +3.6% | -13.5% | -10.6% |
| 3M | -16.6% | -20.6% | +4.0% | -15.4% |
| 6M | -23.3% | +35.1% | -58.3% | -26.9% |
| YTD | -12.4% | +69.1% | -81.6% | -18.7% |
| 1Y | +0.5% | +49.9% | -49.5% | -6.2% |
| All | +223.4% | +659.3% | -435.9% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling