+233.8%
OVV vs CHWY
-43.2%
+277.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.2% |
| 7D | -1.7% | -13.6% | +12.0% | -0.5% |
| 30D | +0.8% | -8.5% | +9.3% | +1.4% |
| 3M | +13.3% | +8.9% | +4.4% | +11.9% |
| 6M | +16.9% | -20.5% | +37.4% | +18.4% |
| YTD | +64.3% | -38.2% | +102.4% | +69.9% |
| 1Y | +54.2% | -43.3% | +97.4% | +60.5% |
| 3Y | +51.3% | -8.5% | +59.9% | +47.0% |
| 5Y | +154.3% | -72.7% | +227.0% | +157.2% |
| All | +233.8% | -43.2% | +277.0% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling