+128.9%
DPZ vs SWK
+30.0%
+98.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.8% |
| 7D | +9.5% | +11.3% | -1.8% | +7.2% |
| 30D | +12.8% | +28.1% | -15.3% | +7.5% |
| 3M | -6.2% | +12.6% | -18.8% | -8.5% |
| 6M | +4.3% | +51.7% | -47.5% | -4.2% |
| YTD | -16.6% | +60.0% | -76.6% | -24.7% |
| 1Y | -12.8% | +72.7% | -85.5% | -22.6% |
| 3Y | -0.8% | +46.3% | -47.1% | -11.2% |
| 5Y | -25.8% | -24.6% | -1.2% | -26.3% |
| All | +128.9% | +30.0% | +98.8% | +105.8% |
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