+112.0%
USO vs FXI
-12.7%
+124.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.5% |
| 7D | +11.5% | -2.8% | +14.3% | +10.7% |
| 30D | +24.1% | -3.7% | +27.8% | +22.9% |
| 3M | +17.9% | -0.4% | +18.3% | +17.8% |
| 6M | +49.6% | -5.4% | +55.0% | +47.9% |
| YTD | +129.0% | -9.6% | +138.6% | +129.0% |
| 1Y | +112.0% | -11.9% | +123.9% | +116.3% |
| All | +112.0% | -12.7% | +124.7% | +116.3% |
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