+56.2%
RIG vs CHWY
-72.6%
+128.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.3% |
| 7D | -3.1% | -13.6% | +10.5% | -1.2% |
| 30D | -0.5% | -8.5% | +8.0% | +0.6% |
| 3M | -6.0% | +8.9% | -14.9% | -7.8% |
| 6M | -10.1% | -20.5% | +10.3% | -8.2% |
| YTD | +37.3% | -38.2% | +75.4% | +45.2% |
| 1Y | +73.9% | -43.3% | +117.2% | +85.9% |
| 3Y | -30.2% | -8.5% | -21.6% | -34.4% |
| All | +56.2% | -72.6% | +128.8% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling