+205.6%
ROK vs CHWY
-41.4%
+247.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -1.6% | -12.0% | +10.4% | -0.2% |
| 30D | -5.4% | -6.2% | +0.7% | -4.9% |
| 3M | -4.0% | +5.5% | -9.5% | -5.1% |
| 6M | +13.3% | -17.8% | +31.1% | +15.0% |
| YTD | +9.3% | -36.2% | +45.6% | +14.2% |
| 1Y | +25.8% | -40.0% | +65.8% | +32.0% |
| 3Y | +49.1% | -8.3% | +57.4% | +45.0% |
| 5Y | +45.9% | -71.9% | +117.7% | +51.0% |
| All | +205.6% | -41.4% | +247.0% | +174.6% |
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