+52.6%
DOCS vs CHWY
+7.4%
+45.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -0.8% | +6.0% | -6.7% | -1.9% |
| 30D | +17.4% | +23.8% | -6.4% | +12.5% |
| 3M | +57.4% | -3.7% | +61.1% | +58.0% |
| 6M | +26.5% | -8.3% | +34.8% | +27.6% |
| YTD | -26.6% | -31.7% | +5.2% | -22.8% |
| 1Y | -48.1% | -31.3% | -16.8% | -45.5% |
| 3Y | +52.6% | +9.3% | +43.3% | +51.6% |
| All | +52.6% | +7.4% | +45.2% | +51.6% |
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