+0.6%
SWKS vs DPZ
-3.1%
+3.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -6.2% | +6.6% | -12.7% | -7.0% |
| 30D | -1.5% | +10.3% | -11.8% | -2.9% |
| 3M | +23.0% | -6.2% | +29.1% | +24.3% |
| 6M | +27.6% | +4.2% | +23.4% | +25.6% |
| YTD | +32.3% | -18.4% | +50.7% | +39.4% |
| 1Y | +20.1% | -14.9% | +35.1% | +24.8% |
| 3Y | +0.6% | -4.6% | +5.3% | -3.5% |
| All | +0.6% | -3.1% | +3.8% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling