+155.0%
DPZ vs SWK
+2.4%
+152.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -7.0% | -5.7% | -1.2% | -5.9% |
| 3M | +11.6% | +24.1% | -12.5% | +6.8% |
| 6M | -15.2% | +24.7% | -39.9% | -19.2% |
| YTD | -17.2% | +33.9% | -51.2% | -22.6% |
| 1Y | -24.8% | +34.7% | -59.5% | -30.0% |
| 3Y | -8.7% | +15.3% | -23.9% | -14.4% |
| 5Y | -28.9% | -39.3% | +10.4% | -26.4% |
| All | +155.0% | +2.4% | +152.6% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling