+1.0%
OXY vs FXI
+36.5%
-35.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.2% |
| 30D | +4.5% | -5.3% | +9.8% | +5.7% |
| 3M | +8.9% | +0.3% | +8.6% | +8.7% |
| 6M | +12.5% | -4.6% | +17.0% | +13.0% |
| YTD | +50.5% | -9.1% | +59.6% | +53.1% |
| 1Y | +38.6% | -12.0% | +50.6% | +42.1% |
| All | +1.0% | +36.5% | -35.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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