+1,281.4%
SWKS vs DPZ
+5,445.5%
-4,164.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.4% | -4.8% |
| 7D | -4.9% | +10.1% | -15.0% | -8.2% |
| 30D | -1.2% | +14.6% | -15.8% | -6.0% |
| 3M | +24.2% | -6.8% | +30.9% | +25.8% |
| 6M | +21.5% | +4.4% | +17.1% | +17.1% |
| YTD | +33.5% | -16.8% | +50.3% | +38.8% |
| 1Y | +18.9% | -14.5% | +33.4% | +22.2% |
| 3Y | +0.4% | -1.1% | +1.5% | -4.3% |
| 5Y | -44.3% | -28.0% | -16.3% | -41.5% |
| 10Y | +37.1% | +130.2% | -93.1% | -11.4% |
| All | +1,281.4% | +5,445.5% | -4,164.1% | +119.3% |
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 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