+203.9%
DOCN vs CHWY
+7.4%
+196.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.7% |
| 7D | -19.2% | +6.0% | -25.1% | -19.6% |
| 30D | -43.1% | +23.8% | -66.9% | -44.5% |
| 3M | -40.7% | -3.7% | -37.0% | -40.7% |
| 6M | -55.0% | -8.3% | -46.7% | -54.8% |
| YTD | +50.6% | -31.7% | +82.4% | +58.9% |
| 1Y | +54.0% | -31.3% | +85.2% | +62.1% |
| 3Y | +203.9% | +9.3% | +194.6% | +203.5% |
| All | +203.9% | +7.4% | +196.5% | +203.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling