+138.3%
OKE vs CHWY
-43.2%
+181.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.1% |
| 7D | +1.2% | -13.6% | +14.9% | +2.0% |
| 30D | +4.5% | -8.5% | +13.0% | +4.9% |
| 3M | +9.6% | +8.9% | +0.7% | +8.8% |
| 6M | +15.4% | -20.5% | +35.8% | +16.3% |
| YTD | +36.5% | -38.2% | +74.6% | +39.5% |
| 1Y | +39.0% | -43.3% | +82.2% | +42.7% |
| 3Y | +74.3% | -8.5% | +82.8% | +71.4% |
| 5Y | +141.2% | -72.7% | +213.9% | +141.5% |
| All | +138.3% | -43.2% | +181.5% | +120.5% |
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