+139.5%
OKE vs CHWY
-71.1%
+210.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | +0.1% |
| 7D | +1.6% | -9.8% | +11.4% | +2.3% |
| 30D | +2.1% | -4.8% | +6.9% | +2.3% |
| 3M | +8.3% | +10.6% | -2.2% | +7.1% |
| 6M | +16.3% | -16.2% | +32.5% | +17.2% |
| YTD | +37.0% | -35.4% | +72.4% | +40.8% |
| 1Y | +40.0% | -38.4% | +78.4% | +44.2% |
| 3Y | +64.7% | +0.4% | +64.3% | +59.1% |
| 5Y | +139.5% | -70.4% | +210.0% | +133.7% |
| All | +139.5% | -71.1% | +210.6% | +133.7% |
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 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