+286.6%
DOCN vs CHWY
-50.0%
+336.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -10.8% | +15.5% | +4.3% |
| 7D | +26.5% | -14.1% | +40.7% | +25.9% |
| 30D | +2.3% | -8.1% | +10.4% | +1.8% |
| 3M | -21.2% | +1.7% | -22.9% | -22.1% |
| 6M | +130.6% | -20.7% | +151.3% | +137.2% |
| YTD | +175.7% | -37.2% | +212.9% | +189.3% |
| 1Y | +286.6% | -50.7% | +337.3% | +315.6% |
| All | +286.6% | -50.0% | +336.6% | +315.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling