-27.1%
RKT vs CHWY
-65.2%
+38.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.8% |
| 7D | -6.3% | -13.6% | +7.4% | -2.6% |
| 30D | -6.2% | -8.5% | +2.4% | -4.1% |
| 3M | -1.9% | +8.9% | -10.8% | -4.3% |
| 6M | -13.0% | -20.5% | +7.5% | -8.1% |
| YTD | -31.9% | -38.2% | +6.2% | -23.5% |
| 1Y | -37.6% | -43.3% | +5.7% | -28.5% |
| 3Y | +36.8% | -8.5% | +45.4% | +26.6% |
| 5Y | -9.7% | -72.7% | +63.0% | +4.1% |
| All | -27.1% | -65.2% | +38.1% | -33.8% |
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 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