+11.4%
ROP vs CHWY
-41.4%
+52.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.6% |
| 7D | -8.0% | -12.0% | +4.0% | -6.8% |
| 30D | -2.7% | -6.2% | +3.5% | -2.2% |
| 3M | +16.6% | +5.5% | +11.1% | +15.7% |
| 6M | +10.4% | -17.8% | +28.1% | +12.0% |
| YTD | -12.1% | -36.2% | +24.1% | -8.7% |
| 1Y | -23.6% | -40.0% | +16.3% | -20.3% |
| 3Y | -19.3% | -8.3% | -11.0% | -21.2% |
| 5Y | -15.4% | -71.9% | +56.5% | -11.5% |
| All | +11.4% | -41.4% | +52.8% | -9.8% |
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