+143.9%
DASH vs CHWY
-0.4%
+144.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.0% |
| 7D | -11.2% | -1.9% | -9.3% | -10.8% |
| 30D | -7.3% | -1.1% | -6.2% | -7.2% |
| 3M | +31.4% | +15.5% | +16.0% | +26.9% |
| 6M | +11.9% | -8.5% | +20.4% | +13.3% |
| YTD | -11.5% | -29.6% | +18.1% | -6.3% |
| 1Y | -20.0% | -44.1% | +24.1% | -12.3% |
| 3Y | +143.9% | +1.2% | +142.7% | +131.7% |
| All | +143.9% | -0.4% | +144.4% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling