+29.1%
OKTA vs CHWY
-43.2%
+72.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.7% |
| 7D | -2.4% | -13.6% | +11.2% | +1.9% |
| 30D | +13.0% | -8.5% | +21.6% | +15.4% |
| 3M | +41.7% | +8.9% | +32.8% | +35.9% |
| 6M | +105.9% | -20.5% | +126.4% | +118.1% |
| YTD | +92.6% | -38.2% | +130.7% | +119.9% |
| 1Y | +81.1% | -43.3% | +124.3% | +111.2% |
| 3Y | +84.8% | -8.5% | +93.4% | +69.9% |
| 5Y | -34.4% | -72.7% | +38.3% | -19.3% |
| All | +29.1% | -43.2% | +72.3% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling