+62.1%
DAL vs CHWY
-28.3%
+90.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.1% | +1.0% | +6.0% |
| 7D | +11.1% | +13.4% | -2.3% | +8.6% |
| 30D | +7.7% | +28.4% | -20.7% | +3.0% |
| 3M | -3.5% | -2.9% | -0.6% | -3.0% |
| 6M | +31.3% | -4.7% | +36.0% | +31.6% |
| YTD | +30.0% | -29.2% | +59.2% | +33.2% |
| 1Y | +62.1% | -30.7% | +92.8% | +66.9% |
| All | +62.1% | -28.3% | +90.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling