+130.2%
DPZ vs SWK
+36.2%
+94.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +13.1% | -7.7% | +2.9% |
| 7D | +10.1% | +17.9% | -7.8% | +6.6% |
| 30D | +14.6% | +31.9% | -17.3% | +8.6% |
| 3M | -6.8% | +16.6% | -23.3% | -9.6% |
| 6M | +4.4% | +61.1% | -56.7% | -5.2% |
| YTD | -16.8% | +64.2% | -81.0% | -25.3% |
| 1Y | -14.5% | +85.2% | -99.7% | -25.1% |
| 3Y | -1.1% | +50.2% | -51.3% | -11.9% |
| 5Y | -28.0% | -22.8% | -5.2% | -28.8% |
| 10Y | +130.2% | +35.8% | +94.5% | +106.0% |
| All | +130.2% | +36.2% | +94.0% | +106.0% |
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