+285.7%
GDXJ vs RIG
-31.7%
+317.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -2.8% | -3.1% | +0.3% | -2.3% |
| 30D | +5.0% | -0.5% | +5.5% | +5.0% |
| 3M | +24.1% | -6.0% | +30.0% | +24.8% |
| 6M | -7.4% | -10.1% | +2.8% | -6.9% |
| YTD | +10.2% | +37.3% | -27.1% | +3.4% |
| 1Y | +42.5% | +73.9% | -31.4% | +28.5% |
| 3Y | +285.7% | -30.2% | +315.9% | +310.0% |
| All | +285.7% | -31.7% | +317.4% | +310.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling