+30.8%
DPZ vs CHWY
-36.0%
+66.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +3.7% | +3.5% | +0.2% | +3.2% |
| 30D | +8.0% | +21.6% | -13.6% | +5.2% |
| 3M | -4.2% | -2.0% | -2.1% | -4.1% |
| 6M | +4.6% | +0.3% | +4.2% | +4.0% |
| YTD | -18.4% | -30.3% | +11.8% | -15.4% |
| 1Y | -16.8% | -31.6% | +14.8% | -13.5% |
| 3Y | -5.0% | +15.9% | -20.9% | -11.0% |
| 5Y | -27.8% | -69.9% | +42.1% | -24.2% |
| All | +30.8% | -36.0% | +66.8% | +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