+490.5%
DDOG vs CHWY
-25.0%
+515.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | +3.2% | -12.0% | +15.3% | +7.4% |
| 30D | -10.2% | -6.2% | -4.0% | -9.1% |
| 3M | -2.6% | +5.5% | -8.1% | -6.1% |
| 6M | +80.1% | -17.8% | +97.9% | +87.4% |
| YTD | +63.0% | -36.2% | +99.3% | +85.5% |
| 1Y | +59.4% | -40.0% | +99.3% | +84.0% |
| 3Y | +127.0% | -8.3% | +135.3% | +99.3% |
| 5Y | +61.7% | -71.9% | +133.6% | +105.1% |
| All | +490.5% | -25.0% | +515.5% | +362.7% |
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 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