+86.1%
USO vs FXI
+16.6%
+69.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.7% |
| 7D | +11.5% | -2.8% | +14.3% | +12.2% |
| 30D | +24.1% | -3.7% | +27.8% | +25.1% |
| 3M | +17.9% | -0.4% | +18.3% | +17.9% |
| 6M | +49.6% | -5.4% | +55.0% | +50.7% |
| YTD | +129.0% | -9.6% | +138.6% | +133.0% |
| 1Y | +112.0% | -11.9% | +123.9% | +116.9% |
| 3Y | +102.3% | +37.8% | +64.4% | +78.6% |
| 5Y | +224.5% | -7.0% | +231.6% | +222.8% |
| All | +86.1% | +16.6% | +69.5% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling