+45.4%
GDXJ vs OVV
-39.4%
+84.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.2% |
| 7D | +0.3% | +1.2% | -1.0% | 0.0% |
| 30D | -7.4% | -2.5% | -4.9% | -7.4% |
| 3M | -11.9% | +0.5% | -12.4% | -12.4% |
| 6M | -19.3% | +8.5% | -27.8% | -21.4% |
| YTD | -8.1% | +64.5% | -72.6% | -18.0% |
| 1Y | +9.1% | +64.7% | -55.6% | -2.8% |
| 3Y | +236.2% | +54.1% | +182.1% | +196.9% |
| 5Y | +136.3% | +95.4% | +40.9% | +93.8% |
| 10Y | +256.9% | +54.9% | +202.0% | +148.1% |
| All | +45.4% | -39.4% | +84.9% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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