+163.2%
OXY vs ICE
+38.6%
+124.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | +1.4% | -5.3% | +6.7% | +3.0% |
| 30D | +4.0% | +3.0% | +1.0% | +3.0% |
| 3M | +7.6% | +11.4% | -3.8% | +3.6% |
| 6M | +16.2% | -2.0% | +18.2% | +16.5% |
| YTD | +50.8% | -3.1% | +53.9% | +50.8% |
| 1Y | +34.7% | -8.4% | +43.1% | +37.4% |
| 3Y | -1.0% | +40.7% | -41.8% | -15.9% |
| 5Y | +163.2% | +40.0% | +123.2% | +132.7% |
| All | +163.2% | +38.6% | +124.6% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling