+47.5%
ROK vs CHWY
-72.6%
+120.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.1% |
| 7D | -1.2% | -13.6% | +12.4% | +0.7% |
| 30D | -4.8% | -8.5% | +3.7% | -3.8% |
| 3M | -6.1% | +8.9% | -15.0% | -7.9% |
| 6M | +15.5% | -20.5% | +35.9% | +18.1% |
| YTD | +11.2% | -38.2% | +49.3% | +17.8% |
| 1Y | +23.8% | -43.3% | +67.1% | +32.6% |
| 3Y | +53.1% | -8.5% | +61.7% | +47.3% |
| All | +47.5% | -72.6% | +120.1% | +54.2% |
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