+51.6%
ROL vs CHWY
-43.2%
+94.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.8% |
| 7D | -3.2% | -13.6% | +10.5% | -1.7% |
| 30D | -4.9% | -8.5% | +3.6% | -4.1% |
| 3M | -25.8% | +8.9% | -34.7% | -26.7% |
| 6M | -37.6% | -20.5% | -17.1% | -36.5% |
| YTD | -41.5% | -38.2% | -3.3% | -39.0% |
| 1Y | -39.5% | -43.3% | +3.8% | -36.4% |
| 3Y | +0.1% | -8.5% | +8.7% | -2.7% |
| 5Y | -4.6% | -72.7% | +68.1% | +1.3% |
| All | +51.6% | -43.2% | +94.8% | +37.4% |
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