+69.1%
OTIS vs CHWY
-37.4%
+106.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.1% |
| 7D | -3.0% | -13.6% | +10.6% | -1.7% |
| 30D | -6.0% | -8.5% | +2.5% | -5.4% |
| 3M | -0.9% | +8.9% | -9.8% | -1.9% |
| 6M | -17.3% | -20.5% | +3.1% | -16.0% |
| YTD | -19.6% | -38.2% | +18.6% | -16.6% |
| 1Y | -21.0% | -43.3% | +22.2% | -17.5% |
| 3Y | -12.1% | -8.5% | -3.5% | -14.2% |
| 5Y | -17.1% | -72.7% | +55.7% | -15.0% |
| All | +69.1% | -37.4% | +106.4% | +38.5% |
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