-31.0%
DPZ vs CHWY
-69.2%
+38.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.4% |
| 7D | -1.5% | -1.9% | +0.4% | -1.2% |
| 30D | -4.4% | -1.1% | -3.3% | -4.3% |
| 3M | +7.6% | +15.5% | -7.8% | +5.2% |
| 6M | -16.9% | -8.5% | -8.5% | -16.4% |
| YTD | -18.6% | -29.6% | +11.0% | -15.3% |
| 1Y | -26.7% | -44.1% | +17.4% | -21.4% |
| 3Y | -9.3% | +1.2% | -10.5% | -13.9% |
| 5Y | -31.0% | -69.4% | +38.3% | -25.7% |
| All | -31.0% | -69.2% | +38.2% | -25.7% |
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