+39.7%
RIG vs CHWY
-28.3%
+68.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.1% | -13.7% | -7.0% |
| 7D | -18.8% | +13.4% | -32.2% | -17.9% |
| 30D | -1.1% | +28.4% | -29.5% | +0.5% |
| 3M | +4.4% | -2.9% | +7.3% | +5.0% |
| 6M | -20.8% | -4.7% | -16.1% | -17.8% |
| YTD | +32.0% | -29.2% | +61.2% | +37.7% |
| 1Y | +39.7% | -30.7% | +70.5% | +46.8% |
| All | +39.7% | -28.3% | +68.1% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling