+114.1%
DT vs CHWY
-39.4%
+153.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.1% |
| 7D | -1.6% | -13.6% | +12.0% | +2.1% |
| 30D | +3.0% | -8.5% | +11.6% | +5.1% |
| 3M | +26.5% | +8.9% | +17.6% | +22.6% |
| 6M | +35.9% | -20.5% | +56.4% | +42.4% |
| YTD | +17.8% | -38.2% | +56.0% | +31.6% |
| 1Y | +4.1% | -43.3% | +47.3% | +18.3% |
| 3Y | +5.3% | -8.5% | +13.8% | -3.4% |
| 5Y | -27.2% | -72.7% | +45.6% | -12.5% |
| All | +114.1% | -39.4% | +153.5% | +99.9% |
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