+210.6%
ROK vs CHWY
-43.2%
+253.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.0% |
| 7D | -1.2% | -13.6% | +12.4% | +0.3% |
| 30D | -4.8% | -8.5% | +3.7% | -4.0% |
| 3M | -6.1% | +8.9% | -15.0% | -7.5% |
| 6M | +15.5% | -20.5% | +35.9% | +17.6% |
| YTD | +11.2% | -38.2% | +49.3% | +16.5% |
| 1Y | +23.8% | -43.3% | +67.1% | +30.8% |
| 3Y | +53.1% | -8.5% | +61.7% | +49.0% |
| 5Y | +48.3% | -72.7% | +121.0% | +54.1% |
| All | +210.6% | -43.2% | +253.9% | +180.1% |
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