+91.0%
DOCN vs CHWY
-31.4%
+122.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.2% |
| 7D | +19.1% | -0.2% | +19.3% | +19.0% |
| 30D | -21.0% | +8.1% | -29.1% | -20.1% |
| 3M | -34.7% | +0.3% | -35.0% | -34.0% |
| 6M | -45.8% | +4.0% | -49.8% | -45.0% |
| YTD | +79.4% | -31.9% | +111.2% | +105.9% |
| 1Y | +91.0% | -32.8% | +123.8% | +119.8% |
| All | +91.0% | -31.4% | +122.5% | +119.8% |
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