+409.3%
DOCN vs CHWY
-10.4%
+419.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -10.8% | +15.5% | +6.3% |
| 7D | +26.5% | -14.1% | +40.7% | +29.2% |
| 30D | +2.3% | -8.1% | +10.4% | +2.9% |
| 3M | -21.2% | +1.7% | -22.9% | -22.8% |
| 6M | +130.6% | -20.7% | +151.3% | +136.9% |
| YTD | +175.7% | -37.2% | +212.9% | +197.2% |
| 1Y | +286.6% | -50.7% | +337.3% | +336.0% |
| All | +409.3% | -10.4% | +419.7% | +393.6% |
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 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