+51.9%
ROKU vs CHWY
-43.2%
+95.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.8% |
| 7D | -0.4% | -13.6% | +13.2% | +5.7% |
| 30D | +2.1% | -8.5% | +10.6% | +5.4% |
| 3M | +29.5% | +8.9% | +20.6% | +23.0% |
| 6M | +53.8% | -20.5% | +74.3% | +64.9% |
| YTD | +42.8% | -38.2% | +81.0% | +69.7% |
| 1Y | +60.7% | -43.3% | +104.0% | +96.1% |
| 3Y | +83.9% | -8.5% | +92.4% | +58.3% |
| 5Y | -52.8% | -72.7% | +19.9% | -34.3% |
| All | +51.9% | -43.2% | +95.1% | +48.5% |
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