-23.3%
GDXJ vs OUST
+38.1%
-61.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.4% | -4.0% |
| 7D | -4.9% | +19.9% | -24.9% | -7.8% |
| 30D | -10.0% | +3.6% | -13.5% | -11.1% |
| 3M | -16.6% | -20.6% | +4.0% | -15.3% |
| 6M | -23.3% | +35.1% | -58.3% | -34.2% |
| All | -23.3% | +38.1% | -61.4% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling