+59.7%
GDXJ vs RIG
+97.6%
-38.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.0% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | +17.9% | +13.8% | +4.0% | +15.1% |
| 3M | +15.3% | -6.4% | +21.7% | +16.3% |
| 6M | -9.4% | -8.2% | -1.3% | -9.6% |
| YTD | +13.4% | +41.6% | -28.2% | +4.1% |
| 1Y | +59.7% | +88.7% | -29.1% | +46.2% |
| All | +59.7% | +97.6% | -38.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling