+74.3%
OKE vs CHWY
-11.7%
+86.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.0% |
| 7D | +1.2% | -13.6% | +14.9% | +1.5% |
| 30D | +4.5% | -8.5% | +13.0% | +4.6% |
| 3M | +9.6% | +8.9% | +0.7% | +9.1% |
| 6M | +15.4% | -20.5% | +35.8% | +16.0% |
| YTD | +36.5% | -38.2% | +74.6% | +39.1% |
| 1Y | +39.0% | -43.3% | +82.2% | +42.2% |
| 3Y | +74.3% | -8.5% | +82.8% | +75.7% |
| All | +74.3% | -11.7% | +86.0% | +75.7% |
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