-61.6%
CHWY vs OUST
-62.4%
+0.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.5% |
| 7D | +1.7% | +5.2% | -3.5% | +0.8% |
| 30D | -1.5% | -19.3% | +17.7% | +1.4% |
| 3M | +13.6% | -22.6% | +36.3% | +13.6% |
| 6M | -7.3% | +62.8% | -70.0% | -21.0% |
| YTD | -28.4% | +68.3% | -96.8% | -40.0% |
| 1Y | -42.5% | +28.5% | -71.1% | -51.1% |
| 3Y | -4.1% | +554.0% | -558.1% | -52.7% |
| 5Y | -69.2% | -56.2% | -13.0% | -74.6% |
| All | -61.6% | -62.4% | +0.9% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling