+87.1%
DOCN vs CHWY
-72.6%
+159.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -12.1% | +3.7% | -15.8% | -13.4% |
| 30D | -41.0% | +20.6% | -61.7% | -45.5% |
| 3M | -38.7% | +1.2% | -39.9% | -40.6% |
| 6M | -51.5% | -0.5% | -51.0% | -53.8% |
| YTD | +65.3% | -30.8% | +96.1% | +80.3% |
| 1Y | +53.9% | -32.4% | +86.3% | +69.0% |
| 3Y | +215.6% | +14.5% | +201.0% | +136.6% |
| 5Y | -26.2% | -68.3% | +42.2% | +0.4% |
| All | +87.1% | -72.6% | +159.8% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling