+183.2%
OXY vs ICE
+2,279.0%
-2,095.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | +8.5% | +5.0% | +3.5% | +6.4% |
| 3M | +6.0% | +13.9% | -7.9% | +0.6% |
| 6M | +13.0% | -4.4% | +17.4% | +14.1% |
| YTD | +48.9% | -1.9% | +50.8% | +48.0% |
| 1Y | +36.4% | -8.1% | +44.5% | +38.8% |
| 3Y | -2.3% | +42.5% | -44.8% | -16.3% |
| 5Y | +160.6% | +40.6% | +120.0% | +121.7% |
| 10Y | +2.0% | +217.1% | -215.1% | -34.0% |
| All | +183.2% | +2,279.0% | -2,095.8% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling