-66.3%
CHWY vs OUST
-62.6%
-3.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.3% | -7.5% | -10.3% |
| 7D | -14.1% | +4.0% | -18.2% | -14.7% |
| 30D | -8.1% | -14.0% | +5.8% | -6.4% |
| 3M | +1.7% | -5.9% | +7.6% | -1.4% |
| 6M | -20.7% | +76.4% | -97.0% | -33.4% |
| YTD | -37.2% | +67.5% | -104.7% | -47.3% |
| 1Y | -50.7% | +27.1% | -77.8% | -57.9% |
| 3Y | -9.7% | +619.0% | -628.8% | -56.5% |
| 5Y | -72.9% | -54.9% | -18.0% | -77.8% |
| All | -66.3% | -62.6% | -3.7% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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