+54.2%
RGTI vs CHWY
-74.5%
+128.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.7% |
| 7D | +0.5% | -13.6% | +14.1% | +4.9% |
| 30D | -17.1% | -8.5% | -8.6% | -15.2% |
| 3M | -26.0% | +8.9% | -34.9% | -28.8% |
| 6M | -9.9% | -20.5% | +10.6% | -4.8% |
| YTD | -31.1% | -38.2% | +7.1% | -21.3% |
| 1Y | -8.5% | -43.3% | +34.7% | +6.2% |
| 3Y | +652.2% | -8.5% | +660.8% | +610.9% |
| 5Y | +56.8% | -72.7% | +129.5% | +75.6% |
| All | +54.2% | -74.5% | +128.8% | +72.7% |
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