-73.2%
DOCS vs CHWY
-69.2%
-4.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | -1.4% | +1.7% | -3.1% | -2.0% |
| 30D | +21.8% | -1.5% | +23.4% | +22.4% |
| 3M | +27.3% | +13.6% | +13.7% | +21.3% |
| 6M | -0.3% | -7.3% | +6.9% | +1.0% |
| YTD | -40.5% | -28.4% | -12.1% | -34.4% |
| 1Y | -61.5% | -42.5% | -19.0% | -54.9% |
| 3Y | +8.2% | -4.1% | +12.3% | -4.3% |
| All | -73.2% | -69.2% | -4.0% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling