-32.4%
CHWY vs DOCU
+43.1%
-75.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -2.9% |
| 7D | +1.7% | +6.9% | -5.2% | -1.3% |
| 30D | -1.5% | +19.0% | -20.5% | -9.5% |
| 3M | +13.6% | +34.3% | -20.7% | -1.3% |
| 6M | -7.3% | +48.0% | -55.3% | -23.6% |
| YTD | -28.4% | 0.0% | -28.4% | -30.4% |
| 1Y | -42.5% | -10.3% | -32.2% | -42.4% |
| 3Y | -4.1% | +32.4% | -36.5% | -27.6% |
| 5Y | -69.2% | -77.9% | +8.8% | -55.2% |
| All | -32.4% | +43.1% | -75.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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