+11.8%
DOCS vs CHWY
-0.9%
+12.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | -1.4% | +1.7% | -3.1% | -1.8% |
| 30D | +21.8% | -1.5% | +23.4% | +22.2% |
| 3M | +27.3% | +13.6% | +13.7% | +23.9% |
| 6M | -0.3% | -7.3% | +6.9% | +0.3% |
| YTD | -40.5% | -28.4% | -12.1% | -37.6% |
| 1Y | -61.5% | -42.5% | -19.0% | -58.4% |
| All | +11.8% | -0.9% | +12.7% | +12.2% |
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