-35.5%
CHWY vs DOCU
+62.3%
-97.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.2% |
| 7D | +6.0% | -5.5% | +11.5% | +8.7% |
| 30D | +23.8% | +12.6% | +11.2% | +17.4% |
| 3M | -3.7% | +36.4% | -40.1% | -17.0% |
| 6M | -8.3% | +66.8% | -75.1% | -28.3% |
| YTD | -31.7% | +13.5% | -45.2% | -37.5% |
| 1Y | -31.3% | +11.3% | -42.6% | -37.0% |
| 3Y | +9.3% | +92.1% | -82.8% | -31.3% |
| 5Y | -69.7% | -71.0% | +1.3% | -61.0% |
| All | -35.5% | +62.3% | -97.9% | -44.0% |
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