+238.9%
ORCL vs CHWY
-35.4%
+274.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | +15.0% | -1.9% | +16.9% | +15.2% |
| 30D | +10.5% | -1.1% | +11.6% | +10.5% |
| 3M | -23.0% | +15.5% | -38.5% | -24.4% |
| 6M | +7.0% | -8.5% | +15.5% | +7.4% |
| YTD | -15.8% | -29.6% | +13.8% | -13.3% |
| 1Y | -31.1% | -44.1% | +13.0% | -28.0% |
| 3Y | +33.3% | +1.2% | +32.1% | +27.2% |
| 5Y | +94.3% | -69.4% | +163.7% | +99.8% |
| All | +238.9% | -35.4% | +274.2% | +142.2% |
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