-43.0%
SWKS vs DPZ
-27.3%
-15.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -9.2% | +9.5% | -18.7% | -11.5% |
| 30D | -1.9% | +12.8% | -14.7% | -5.3% |
| 3M | +21.2% | -6.2% | +27.5% | +22.9% |
| 6M | +12.9% | +4.3% | +8.6% | +9.8% |
| YTD | +30.7% | -16.6% | +47.3% | +37.3% |
| 1Y | +14.1% | -12.8% | +27.0% | +17.7% |
| 3Y | -1.7% | -0.8% | -0.9% | -7.3% |
| 5Y | -43.0% | -25.8% | -17.2% | -44.7% |
| All | -43.0% | -27.3% | -15.7% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling