+70.5%
DOCN vs CHWY
-73.0%
+143.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.2% |
| 7D | -19.2% | +6.0% | -25.1% | -21.0% |
| 30D | -43.1% | +23.8% | -66.9% | -48.0% |
| 3M | -40.7% | -3.7% | -37.0% | -41.5% |
| 6M | -55.0% | -8.3% | -46.7% | -55.7% |
| YTD | +50.6% | -31.7% | +82.4% | +65.0% |
| 1Y | +54.0% | -31.3% | +85.2% | +67.7% |
| 3Y | +203.9% | +9.3% | +194.6% | +133.1% |
| 5Y | -29.4% | -69.7% | +40.3% | -2.2% |
| All | +70.5% | -73.0% | +143.5% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling