-22.1%
FXI vs OSCR
-9.5%
-12.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -2.8% | +1.1% | -3.9% | -2.9% |
| 30D | -3.7% | +16.5% | -20.2% | -4.8% |
| 3M | -0.4% | +17.0% | -17.4% | -1.8% |
| 6M | -5.4% | +145.0% | -150.4% | -11.9% |
| YTD | -9.6% | +126.7% | -136.3% | -15.5% |
| 1Y | -11.9% | +67.2% | -79.2% | -16.5% |
| 3Y | +37.8% | +405.1% | -367.3% | +13.6% |
| 5Y | -7.0% | +86.2% | -93.2% | -26.5% |
| All | -22.1% | -9.5% | -12.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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