+212.2%
DOCN vs CHWY
-75.2%
+287.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -10.8% | +15.5% | +8.7% |
| 7D | +26.5% | -14.1% | +40.7% | +33.1% |
| 30D | +2.3% | -8.1% | +10.4% | +4.1% |
| 3M | -21.2% | +1.7% | -22.9% | -24.3% |
| 6M | +130.6% | -20.7% | +151.3% | +141.4% |
| YTD | +175.7% | -37.2% | +212.9% | +216.0% |
| 1Y | +286.6% | -50.7% | +337.3% | +381.2% |
| 3Y | +394.1% | -9.7% | +403.9% | +319.2% |
| 5Y | +92.1% | -72.9% | +165.0% | +179.8% |
| All | +212.2% | -75.2% | +287.3% | +352.7% |
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 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