-73.9%
USO vs FXI
+118.7%
-192.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +9.5% | +1.0% | +8.4% | +9.1% |
| 30D | +23.6% | -0.6% | +24.1% | +23.8% |
| 3M | +3.8% | +1.9% | +1.9% | +3.1% |
| 6M | +55.0% | -0.2% | +55.2% | +53.9% |
| YTD | +105.3% | -5.6% | +110.9% | +107.1% |
| 1Y | +91.4% | -4.7% | +96.0% | +92.1% |
| 3Y | +84.6% | +38.0% | +46.5% | +59.2% |
| 5Y | +191.7% | -2.7% | +194.4% | +171.7% |
| 10Y | +73.3% | +19.9% | +53.4% | +47.3% |
| All | -73.9% | +118.7% | -192.6% | -83.2% |
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 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