+5.8%
DASH vs CHWY
-70.2%
+75.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -4.7% |
| 7D | -11.2% | -1.9% | -9.3% | -10.5% |
| 30D | -7.3% | -1.1% | -6.2% | -7.1% |
| 3M | +31.4% | +15.5% | +16.0% | +23.2% |
| 6M | +11.9% | -8.5% | +20.4% | +14.3% |
| YTD | -11.5% | -29.6% | +18.1% | -0.2% |
| 1Y | -20.0% | -44.1% | +24.1% | -2.5% |
| 3Y | +143.9% | +1.2% | +142.7% | +104.8% |
| 5Y | -0.2% | -69.4% | +69.1% | +30.5% |
| All | +5.8% | -70.2% | +75.9% | +44.0% |
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