+29.2%
DPZ vs CHWY
-36.5%
+65.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +2.2% | +3.7% | -1.5% | +1.7% |
| 30D | +6.7% | +20.6% | -13.9% | +4.0% |
| 3M | -4.5% | +1.2% | -5.7% | -4.8% |
| 6M | +3.3% | -0.5% | +3.8% | +2.9% |
| YTD | -19.4% | -30.8% | +11.4% | -16.3% |
| 1Y | -17.3% | -32.4% | +15.1% | -13.9% |
| 3Y | -8.4% | +14.5% | -22.9% | -14.0% |
| 5Y | -28.2% | -68.3% | +40.1% | -25.1% |
| All | +29.2% | -36.5% | +65.7% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling