-16.2%
DPZ vs CHWY
-31.7%
+15.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +3.7% | +3.5% | +0.2% | +2.9% |
| 30D | +8.0% | +21.6% | -13.6% | +3.8% |
| 3M | -4.2% | -2.0% | -2.1% | -4.2% |
| 6M | +4.6% | +0.3% | +4.2% | +3.3% |
| YTD | -18.4% | -30.3% | +11.8% | -15.3% |
| All | -16.2% | -31.7% | +15.5% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling