-8.4%
DPZ vs SWK
+15.2%
-23.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.1% |
| 3M | +11.6% | +24.1% | -12.5% | +7.6% |
| 6M | -15.2% | +24.7% | -39.9% | -18.5% |
| YTD | -17.2% | +33.9% | -51.2% | -21.9% |
| 1Y | -24.8% | +34.7% | -59.5% | -29.4% |
| All | -8.4% | +15.2% | -23.6% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling