-39.3%
NFLX vs XLE
+50.1%
-89.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.7% | +9.4% | +4.3% |
| 7D | +7.1% | -7.2% | +14.3% | +6.5% |
| 30D | -1.6% | +0.1% | -1.8% | -2.0% |
| 3M | -9.8% | +9.2% | -18.9% | -10.1% |
| 6M | -27.1% | +8.4% | -35.4% | -27.1% |
| YTD | -29.2% | +44.9% | -74.1% | -28.6% |
| 1Y | -39.3% | +49.9% | -89.1% | -39.2% |
| All | -39.3% | +50.1% | -89.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling