+64.0%
DAL vs CHWY
-37.2%
+101.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.8% | -5.0% |
| 7D | +1.4% | -1.7% | +3.1% | +1.6% |
| 30D | +9.1% | +14.7% | -5.6% | +7.5% |
| 3M | -3.5% | +1.1% | -4.6% | -3.8% |
| 6M | +23.4% | -1.3% | +24.7% | +23.0% |
| YTD | +26.0% | -31.6% | +57.7% | +30.1% |
| 1Y | +44.6% | -31.5% | +76.2% | +49.2% |
| 3Y | +162.7% | +13.2% | +149.5% | +154.2% |
| 5Y | +113.0% | -70.6% | +183.6% | +107.1% |
| All | +64.0% | -37.2% | +101.2% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling