+91.4%
USO vs CHWY
-42.5%
+133.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.4% |
| 7D | +9.5% | +1.7% | +7.7% | +9.9% |
| 30D | +23.6% | -1.5% | +25.1% | +23.4% |
| 3M | +3.8% | +13.6% | -9.8% | +7.6% |
| 6M | +55.0% | -7.3% | +62.3% | +57.1% |
| YTD | +105.3% | -28.4% | +133.7% | +103.3% |
| 1Y | +91.4% | -42.5% | +133.9% | +87.1% |
| All | +91.4% | -42.5% | +133.9% | +87.1% |
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 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