-8.6%
ONON vs CHWY
-11.7%
+3.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.7% |
| 7D | -2.1% | -13.6% | +11.5% | +0.6% |
| 30D | -11.6% | -8.5% | -3.1% | -10.4% |
| 3M | -30.1% | +8.9% | -39.0% | -31.5% |
| 6M | -30.5% | -20.5% | -10.0% | -28.3% |
| YTD | -41.0% | -38.2% | -2.9% | -36.2% |
| 1Y | -36.7% | -43.3% | +6.6% | -30.5% |
| 3Y | -8.6% | -8.5% | -0.1% | -17.6% |
| All | -8.6% | -11.7% | +3.1% | -17.6% |
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