+27.3%
ODFL vs CHWY
-72.6%
+99.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | -3.3% | -13.6% | +10.3% | -0.6% |
| 30D | -15.3% | -8.5% | -6.7% | -14.1% |
| 3M | -27.3% | +8.9% | -36.2% | -28.9% |
| 6M | -4.5% | -20.5% | +16.0% | -1.4% |
| YTD | +15.1% | -38.2% | +53.3% | +24.4% |
| 1Y | +21.1% | -43.3% | +64.3% | +32.6% |
| 3Y | -14.1% | -8.5% | -5.6% | -18.9% |
| All | +27.3% | -72.6% | +99.9% | +36.9% |
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 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