+129.7%
RSP vs CHWY
-42.4%
+172.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.8% | +9.9% | +0.1% |
| 7D | -1.8% | -14.1% | +12.3% | -0.3% |
| 30D | -2.5% | -8.1% | +5.6% | -1.8% |
| 3M | +3.0% | +1.7% | +1.3% | +2.5% |
| 6M | +8.9% | -20.7% | +29.5% | +10.8% |
| YTD | +13.0% | -37.2% | +50.2% | +17.4% |
| 1Y | +16.2% | -50.7% | +67.0% | +23.5% |
| 3Y | +52.7% | -9.7% | +62.4% | +48.7% |
| 5Y | +50.5% | -72.9% | +123.4% | +56.1% |
| All | +129.7% | -42.4% | +172.1% | +93.1% |
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