-14.1%
ODFL vs CHWY
-11.7%
-2.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | 0.0% |
| 7D | -3.3% | -13.6% | +10.3% | -1.5% |
| 30D | -15.3% | -8.5% | -6.7% | -14.5% |
| 3M | -27.3% | +8.9% | -36.2% | -28.4% |
| 6M | -4.5% | -20.5% | +16.0% | -2.3% |
| YTD | +15.1% | -38.2% | +53.3% | +21.1% |
| 1Y | +21.1% | -43.3% | +64.3% | +28.4% |
| 3Y | -14.1% | -8.5% | -5.6% | -14.2% |
| All | -14.1% | -11.7% | -2.4% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling