+32.7%
DPZ vs CHWY
-34.3%
+67.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.5% |
| 7D | -2.5% | +1.7% | -4.3% | -2.8% |
| 30D | -7.0% | -1.5% | -5.4% | -6.8% |
| 3M | +11.6% | +13.6% | -2.0% | +9.5% |
| 6M | -15.2% | -7.3% | -7.9% | -14.8% |
| YTD | -17.2% | -28.4% | +11.2% | -14.3% |
| 1Y | -24.8% | -42.5% | +17.7% | -20.3% |
| 3Y | -8.7% | -4.1% | -4.6% | -12.1% |
| 5Y | -28.9% | -69.2% | +40.3% | -25.6% |
| All | +32.7% | -34.3% | +67.0% | +18.8% |
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