+50.7%
ROL vs CHWY
-42.4%
+93.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.8% | +9.7% | 0.0% |
| 7D | -3.3% | -14.1% | +10.9% | -1.8% |
| 30D | -7.2% | -8.1% | +0.9% | -6.5% |
| 3M | -27.0% | +1.7% | -28.7% | -27.3% |
| 6M | -39.5% | -20.7% | -18.9% | -38.4% |
| YTD | -41.8% | -37.2% | -4.6% | -39.4% |
| 1Y | -38.9% | -50.7% | +11.8% | -34.9% |
| 3Y | -0.4% | -9.7% | +9.4% | -3.1% |
| 5Y | -4.2% | -72.9% | +68.7% | +1.8% |
| All | +50.7% | -42.4% | +93.1% | +36.4% |
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 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