+6.4%
OXY vs ICE
+220.6%
-214.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +2.8% | -2.4% | +5.2% | +4.1% |
| 30D | +5.5% | +4.0% | +1.4% | +3.1% |
| 3M | +11.3% | +13.7% | -2.4% | +3.4% |
| 6M | +11.6% | +0.9% | +10.7% | +10.0% |
| YTD | +51.6% | -2.1% | +53.7% | +50.3% |
| 1Y | +36.2% | -9.5% | +45.7% | +41.0% |
| 3Y | +1.7% | +42.1% | -40.4% | -21.0% |
| 5Y | +164.5% | +41.4% | +123.1% | +100.9% |
| All | +6.4% | +220.6% | -214.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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