+25.0%
DPZ vs CHWY
-42.4%
+67.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -10.8% | +6.7% | -2.7% |
| 7D | -7.3% | -14.1% | +6.9% | -5.4% |
| 30D | -7.6% | -8.1% | +0.6% | -6.6% |
| 3M | +1.8% | +1.7% | +0.1% | +1.4% |
| 6M | -21.8% | -20.7% | -1.2% | -19.9% |
| YTD | -22.0% | -37.2% | +15.2% | -17.9% |
| 1Y | -28.6% | -50.7% | +22.1% | -22.8% |
| 3Y | -13.1% | -9.7% | -3.3% | -15.8% |
| 5Y | -33.2% | -72.9% | +39.7% | -28.9% |
| All | +25.0% | -42.4% | +67.4% | +13.9% |
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 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