+91.4%
USO vs FXI
+36.5%
+54.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.8% |
| 7D | +6.2% | -2.8% | +9.0% | +6.4% |
| 30D | +19.1% | -5.3% | +24.4% | +19.5% |
| 3M | +14.2% | +0.3% | +13.9% | +14.1% |
| 6M | +43.7% | -4.6% | +48.3% | +43.9% |
| YTD | +116.8% | -9.1% | +125.9% | +118.5% |
| 1Y | +104.3% | -12.0% | +116.3% | +106.7% |
| All | +91.4% | +36.5% | +54.8% | +81.5% |
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