+224.9%
GDXJ vs OUST
+626.4%
-401.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +14.0% | -11.2% | +1.4% |
| 7D | +13.4% | +17.0% | -3.6% | +11.5% |
| 30D | -1.3% | -16.5% | +15.2% | 0.0% |
| 3M | -1.5% | -23.7% | +22.1% | +0.2% |
| 6M | -12.2% | +18.4% | -30.6% | -15.4% |
| YTD | -5.3% | +60.8% | -66.1% | -11.4% |
| 1Y | +22.0% | +44.2% | -22.2% | +14.6% |
| 3Y | +224.9% | +668.1% | -443.2% | +151.1% |
| All | +224.9% | +626.4% | -401.5% | +151.1% |
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