+102.2%
USO vs FXI
-10.5%
+112.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.2% | -12.3% | -6.1% |
| 7D | -12.7% | +6.6% | -19.3% | -10.0% |
| 30D | +1.0% | +2.2% | -1.2% | +2.4% |
| 3M | +25.6% | -4.7% | +30.3% | +24.0% |
| 6M | -1.5% | -4.7% | +3.2% | -3.4% |
| YTD | +110.3% | -9.0% | +119.2% | +111.4% |
| 1Y | +102.2% | -10.5% | +112.7% | +104.0% |
| All | +102.2% | -10.5% | +112.7% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling