+59.4%
RBLX vs CHWY
-11.7%
+71.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.2% |
| 7D | +5.1% | -13.6% | +18.7% | +8.8% |
| 30D | +28.0% | -8.5% | +36.6% | +30.7% |
| 3M | +4.6% | +8.9% | -4.3% | +2.5% |
| 6M | -24.7% | -20.5% | -4.2% | -21.1% |
| YTD | -43.8% | -38.2% | -5.7% | -38.1% |
| 1Y | -65.8% | -43.3% | -22.5% | -61.8% |
| 3Y | +59.4% | -8.5% | +67.9% | +68.8% |
| All | +59.4% | -11.7% | +71.1% | +68.8% |
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 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