+743.1%
SW vs DPZ
+3,275.1%
-2,532.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.4% | +3.7% |
| 7D | +12.1% | +10.1% | +2.0% | +11.3% |
| 30D | +6.6% | +14.6% | -8.1% | +5.5% |
| 3M | -6.0% | -6.8% | +0.7% | -5.6% |
| 6M | +21.5% | +4.4% | +17.1% | +21.0% |
| YTD | +20.3% | -16.8% | +37.2% | +21.6% |
| 1Y | +28.1% | -14.5% | +42.6% | +29.2% |
| 3Y | +51.6% | -1.1% | +52.7% | +52.2% |
| 5Y | -0.1% | -28.0% | +27.8% | +0.8% |
| 10Y | +189.7% | +130.2% | +59.5% | +182.2% |
| All | +743.1% | +3,275.1% | -2,532.0% | +632.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling