-74.2%
CHWY vs ROIV
+288.8%
-362.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -13.6% | +16.9% | -30.5% | -16.8% |
| 30D | -8.5% | +12.9% | -21.4% | -11.4% |
| 3M | +8.9% | +37.3% | -28.4% | +1.0% |
| 6M | -20.5% | +38.0% | -58.5% | -26.7% |
| YTD | -38.2% | +88.1% | -126.3% | -47.0% |
| 1Y | -43.3% | +183.3% | -226.5% | -55.8% |
| 3Y | -8.5% | +254.6% | -263.2% | -34.2% |
| 5Y | -72.7% | +309.8% | -382.6% | -83.0% |
| All | -74.2% | +288.8% | -362.9% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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