+164.6%
DOCN vs CHWY
-71.7%
+236.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.3% |
| 7D | +1.1% | +1.7% | -0.6% | +0.4% |
| 30D | -9.6% | -1.5% | -8.1% | -9.9% |
| 3M | -37.7% | +13.6% | -51.3% | -42.2% |
| 6M | +115.2% | -7.3% | +122.5% | +113.6% |
| YTD | +133.7% | -28.4% | +162.1% | +156.6% |
| 1Y | +250.2% | -42.5% | +292.7% | +313.4% |
| 3Y | +320.3% | -4.1% | +324.4% | +254.0% |
| 5Y | +53.1% | -69.2% | +122.3% | +113.8% |
| All | +164.6% | -71.7% | +236.3% | +267.6% |
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 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