-33.8%
CHWY vs DOC
-6.1%
-27.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | +18.7% | +8.1% | +10.6% | +15.9% |
| 3M | +3.0% | +0.9% | +2.1% | +2.8% |
| 6M | +2.9% | +6.3% | -3.4% | +1.1% |
| YTD | -30.0% | +33.8% | -63.7% | -36.4% |
| 1Y | -30.5% | +21.6% | -52.1% | -35.0% |
| 3Y | +16.0% | +53.4% | -37.4% | -1.2% |
| 5Y | -67.5% | -21.0% | -46.5% | -66.8% |
| All | -33.8% | -6.1% | -27.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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