+274.7%
OXY vs FXI
+221.5%
+53.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.8% |
| 7D | +1.6% | +1.0% | +0.5% | +1.0% |
| 30D | +11.6% | -0.6% | +12.1% | +11.9% |
| 3M | +2.8% | +1.9% | +0.9% | +1.5% |
| 6M | +13.0% | -0.2% | +13.2% | +11.8% |
| YTD | +47.4% | -5.6% | +53.0% | +50.1% |
| 1Y | +31.5% | -4.7% | +36.1% | +32.7% |
| 3Y | -1.9% | +38.0% | -40.0% | -24.1% |
| 5Y | +148.0% | -2.7% | +150.6% | +118.6% |
| 10Y | +2.3% | +19.9% | -17.7% | -19.4% |
| All | +274.7% | +221.5% | +53.1% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling