+546.0%
RKLB vs CHWY
-70.4%
+616.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.6% |
| 7D | -2.0% | -13.6% | +11.6% | +2.7% |
| 30D | -22.4% | -8.5% | -13.9% | -20.6% |
| 3M | -45.2% | +8.9% | -54.1% | -47.7% |
| 6M | -12.5% | -20.5% | +7.9% | -7.4% |
| YTD | -9.8% | -38.2% | +28.4% | +3.8% |
| 1Y | +30.0% | -43.3% | +73.2% | +52.1% |
| 3Y | +942.2% | -8.5% | +950.8% | +877.7% |
| 5Y | +236.8% | -72.7% | +309.6% | +303.5% |
| All | +546.0% | -70.4% | +616.4% | +709.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling