+39.8%
NFLX vs XLE
+71.0%
-31.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.0% |
| 7D | -2.0% | +5.4% | -7.4% | -2.6% |
| 30D | -11.9% | -3.9% | -8.0% | -11.6% |
| 3M | -20.6% | +7.0% | -27.6% | -21.6% |
| 6M | -29.0% | +14.2% | -43.2% | -30.8% |
| YTD | -33.7% | +48.2% | -81.9% | -39.0% |
| 1Y | -46.2% | +47.7% | -93.8% | -50.5% |
| 3Y | +39.8% | +70.0% | -30.2% | +19.7% |
| All | +39.8% | +71.0% | -31.2% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling