+30.4%
DPZ vs CHWY
-37.2%
+67.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.7% |
| 7D | -2.5% | -1.7% | -0.7% | -2.2% |
| 30D | +12.5% | +14.7% | -2.1% | +10.5% |
| 3M | -5.2% | +1.1% | -6.3% | -5.5% |
| 6M | +8.8% | -1.3% | +10.1% | +8.4% |
| YTD | -18.7% | -31.6% | +13.0% | -15.4% |
| 1Y | -15.7% | -31.5% | +15.8% | -12.4% |
| 3Y | -7.5% | +13.2% | -20.7% | -13.0% |
| 5Y | -30.1% | -70.6% | +40.5% | -26.4% |
| All | +30.4% | -37.2% | +67.7% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling