+79.8%
GDXJ vs RIG
-92.0%
+171.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +0.9% | -8.2% | +9.1% | +2.1% |
| 30D | +8.8% | -0.2% | +9.0% | +8.8% |
| 3M | +29.8% | -2.7% | +32.6% | +30.0% |
| 6M | -5.8% | -7.5% | +1.6% | -5.7% |
| YTD | +13.6% | +38.3% | -24.7% | +7.7% |
| 1Y | +54.5% | +81.8% | -27.4% | +40.4% |
| 3Y | +301.4% | -30.2% | +331.6% | +301.8% |
| 5Y | +236.3% | +59.9% | +176.4% | +187.6% |
| 10Y | +240.1% | -41.9% | +282.0% | +166.0% |
| All | +79.8% | -92.0% | +171.8% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling