+102.1%
USO vs GDXJ
+281.5%
-179.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.0% | +9.6% | +5.5% |
| 7D | +11.5% | -6.2% | +17.7% | +11.2% |
| 30D | +24.1% | +4.6% | +19.5% | +24.3% |
| 3M | +17.9% | +31.3% | -13.3% | +18.9% |
| 6M | +49.6% | -10.7% | +60.3% | +52.4% |
| YTD | +129.0% | +9.1% | +119.9% | +125.9% |
| 1Y | +112.0% | +44.1% | +67.9% | +99.9% |
| All | +102.1% | +281.5% | -179.4% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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