+138.5%
GDXJ vs OUST
-62.4%
+200.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | +0.2% | +5.2% | -5.0% | -0.2% |
| 30D | +17.9% | -19.3% | +37.1% | +19.7% |
| 3M | +15.3% | -22.6% | +37.9% | +16.0% |
| 6M | -9.4% | +62.8% | -72.2% | -14.6% |
| YTD | +13.4% | +68.3% | -54.9% | +6.4% |
| 1Y | +59.7% | +28.5% | +31.1% | +51.1% |
| 3Y | +283.6% | +554.0% | -270.5% | +202.8% |
| 5Y | +217.6% | -56.2% | +273.8% | +175.2% |
| All | +138.5% | -62.4% | +200.9% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling