+755.0%
SW vs DPZ
+3,258.2%
-2,503.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | -5.1% | -2.5% | -2.5% | -4.9% |
| 30D | -4.6% | -7.0% | +2.4% | -4.1% |
| 3M | +9.4% | +11.6% | -2.2% | +8.5% |
| 6M | +3.5% | -15.2% | +18.7% | +4.5% |
| YTD | +22.0% | -17.2% | +39.3% | +23.4% |
| 1Y | +2.2% | -24.8% | +27.1% | +4.0% |
| 3Y | +19.6% | -8.7% | +28.3% | +20.5% |
| 5Y | -2.3% | -28.9% | +26.6% | -1.3% |
| 10Y | +181.4% | +153.6% | +27.7% | +173.4% |
| All | +755.0% | +3,258.2% | -2,503.2% | +643.4% |
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