+185.4%
SW vs DPZ
+128.4%
+57.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +4.7% | +9.5% | -4.8% | +3.4% |
| 30D | +5.0% | +12.8% | -7.8% | +3.3% |
| 3M | -7.3% | -6.2% | -1.1% | -6.6% |
| 6M | +15.0% | +4.3% | +10.7% | +14.1% |
| YTD | +18.5% | -16.6% | +35.1% | +20.8% |
| 1Y | +27.1% | -12.8% | +40.0% | +28.8% |
| 3Y | +49.3% | -0.8% | +50.1% | +50.9% |
| 5Y | -1.6% | -25.8% | +24.2% | -0.5% |
| All | +185.4% | +128.4% | +57.0% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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