-63.3%
CHWY vs OUST
-62.3%
-1.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.9% | -1.7% |
| 7D | -1.7% | +19.9% | -21.7% | -4.7% |
| 30D | +14.7% | +3.6% | +11.1% | +12.8% |
| 3M | +1.1% | -20.6% | +21.8% | +2.8% |
| 6M | -1.3% | +35.1% | -36.4% | -13.4% |
| YTD | -31.6% | +69.1% | -100.7% | -43.7% |
| 1Y | -31.5% | +49.9% | -81.5% | -42.7% |
| 3Y | +13.2% | +642.4% | -629.2% | -46.3% |
| 5Y | -70.6% | -48.3% | -22.3% | -76.8% |
| All | -63.3% | -62.3% | -1.0% | -68.7% |
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