+52.7%
ROST vs CHWY
-28.3%
+81.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.1% | 0.0% | +5.5% |
| 7D | +7.8% | +13.4% | -5.6% | +6.5% |
| 30D | +8.6% | +28.4% | -19.9% | +6.2% |
| 3M | -1.9% | -2.9% | +1.0% | -1.8% |
| 6M | +9.1% | -4.7% | +13.9% | +8.7% |
| YTD | +37.2% | -29.2% | +66.4% | +37.3% |
| 1Y | +52.7% | -30.7% | +83.5% | +53.3% |
| All | +52.7% | -28.3% | +81.1% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling