-53.0%
SWKS vs DPZ
-28.9%
-24.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.0% |
| 7D | +12.5% | -2.5% | +15.1% | +13.4% |
| 30D | +10.5% | -7.0% | +17.5% | +12.7% |
| 3M | -7.4% | +11.6% | -19.0% | -11.7% |
| 6M | +32.7% | -15.2% | +47.8% | +39.1% |
| YTD | +19.2% | -17.2% | +36.4% | +25.9% |
| 1Y | +2.4% | -24.8% | +27.2% | +11.9% |
| 3Y | -25.6% | -8.7% | -17.0% | -27.1% |
| All | -53.0% | -28.9% | -24.1% | -51.3% |
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